iShares MSCI United Kingdom ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:12.09% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0184 | 4.35 | |
| 0.8580 | 278.02 | |
| 0.1320 | 22.52 | |
| 0.0713 | 1.54 | |
| 0.3077 | 1.50 | |
| 0.6491 | 2.76 |
Estimation Period:
Apr 5, 1996 to Jan 23, 2026
Apr 5, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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