iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.79%
decreased by 0.63%
1 Week
16.96%
decreased by 0.46%
1 Month
17.60%
increased by 0.18%
Analysis last updated: Friday, June 12, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 21.16 | |
| 0.0353 | 9.70 | |
| 0.8995 | 401.04 | |
| 0.1073 | 18.85 |
Estimation Period:
Apr 5, 1996 to Jun 12, 2026
Apr 5, 1996 to Jun 12, 2026
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