V-Lab
V-Lab
iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:21.21% (-0.34%)
Analysis last updated: Thursday, May 8, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI United Kingdom ETF GJR-GARCH
paramt-stat
ω0.024220.34
α0.03409.27
β0.9016394.90
γ0.107118.83
Estimation Period:
Apr 5, 1996 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts