iShares MSCI United Kingdom ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:10.09% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0178 | 4.23 | |
| 0.8586 | 279.32 | |
| 0.1325 | 22.69 | |
| 0.0721 | 1.52 | |
| 0.3176 | 1.48 | |
| 0.6387 | 2.60 |
Estimation Period:
Apr 5, 1996 to Oct 31, 2025
Apr 5, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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