iShares MSCI United Kingdom ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:14.10% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 20.92 | |
| 0.0356 | 9.70 | |
| 0.8987 | 397.29 | |
| 0.1087 | 18.82 |
Estimation Period:
Apr 5, 1996 to Nov 28, 2025
Apr 5, 1996 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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