iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
20.35%
decreased by 0.68%
1 Week
20.43%
decreased by 0.60%
1 Month
20.69%
decreased by 0.34%
Analysis last updated: Friday, May 22, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 21.11 | |
| 0.0354 | 9.74 | |
| 0.8996 | 401.08 | |
| 0.1070 | 18.78 |
Estimation Period:
Apr 5, 1996 to May 22, 2026
Apr 5, 1996 to May 22, 2026
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