iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.01% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 20.95 | |
| 0.0358 | 9.69 | |
| 0.8985 | 395.83 | |
| 0.1085 | 18.71 |
Estimation Period:
Apr 5, 1996 to Oct 10, 2025
Apr 5, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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