iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:10.37% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 20.77 | |
| 0.0357 | 9.71 | |
| 0.8990 | 397.78 | |
| 0.1082 | 18.72 |
Estimation Period:
Apr 5, 1996 to Oct 31, 2025
Apr 5, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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