iShares MSCI United Kingdom ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.42% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0176 | 4.17 | |
| 0.8583 | 279.14 | |
| 0.1334 | 22.74 | |
| 0.0719 | 1.52 | |
| 0.3133 | 1.48 | |
| 0.6433 | 2.65 |
Estimation Period:
Apr 5, 1996 to Dec 12, 2025
Apr 5, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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