iShares MSCI United Kingdom ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:13.37% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0183 | 4.34 | |
| 0.8581 | 278.61 | |
| 0.1320 | 22.53 | |
| 0.0719 | 1.53 | |
| 0.3090 | 1.49 | |
| 0.6474 | 2.72 |
Estimation Period:
Apr 5, 1996 to Jan 9, 2026
Apr 5, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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