iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:12.71% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 20.97 | |
| 0.0357 | 9.75 | |
| 0.8990 | 397.78 | |
| 0.1078 | 18.74 |
Estimation Period:
Apr 5, 1996 to Jan 23, 2026
Apr 5, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI United Kingdom ETF Analyses
Other GJR-GARCH Analyses on ETFs