iShares MSCI United Kingdom ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
19.86%
decreased by 0.61%
1 Week
19.71%
decreased by 0.76%
1 Month
19.99%
decreased by 0.48%
Analysis last updated: Friday, May 22, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0178 | 4.23 | |
| 0.8597 | 284.48 | |
| 0.1313 | 22.70 | |
| 0.0758 | 1.43 | |
| 0.3132 | 1.37 | |
| 0.6417 | 2.46 |
Estimation Period:
Apr 5, 1996 to May 22, 2026
Apr 5, 1996 to May 22, 2026
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