iShares MSCI United Kingdom ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:13.87% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0179 | 4.22 | |
| 0.8586 | 279.59 | |
| 0.1327 | 22.61 | |
| 0.0731 | 1.50 | |
| 0.3140 | 1.46 | |
| 0.6421 | 2.61 |
Estimation Period:
Apr 5, 1996 to Oct 10, 2025
Apr 5, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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