V-Lab
V-Lab
iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:15.15% (-0.58%)
Analysis last updated: Thursday, May 22, 2025 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI United Kingdom ETF GJR-GARCH
paramt-stat
ω0.025020.71
α0.03499.42
β0.8996392.33
γ0.108418.79
Estimation Period:
Apr 5, 1996 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts