iShares MSCI United Kingdom ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.75% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0179 | 4.23 | |
| 0.8583 | 279.12 | |
| 0.1330 | 22.68 | |
| 0.0721 | 1.52 | |
| 0.3128 | 1.48 | |
| 0.6437 | 2.67 |
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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