iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:15.35% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 20.93 | |
| 0.0357 | 9.70 | |
| 0.8987 | 396.93 | |
| 0.1087 | 18.78 |
Estimation Period:
Apr 5, 1996 to Nov 21, 2025
Apr 5, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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