V-Lab
V-Lab
iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 9th, 2025:47.07% (-2.39%)
Analysis last updated: Tuesday, April 8, 2025 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI United Kingdom ETF GJR-GARCH
paramt-stat
ω0.023820.12
α0.03419.32
β0.9021395.13
γ0.106818.70
Estimation Period:
Apr 5, 1996 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts