V-Lab
iShares MSCI United Kingdom ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:1.64% (-1.03%)
Analysis last updated: Tuesday, November 5, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 1.0000 | 9999900.00 | |
| 0.0004 | 4170.00 | |
| -0.0008 | -8140.00 | |
| 7.1350 | 71350350.00 | |
| 0.0000 | 100.00 | |
| 0.9984 | 9983620.00 |
Estimation Period:
Apr 5, 1996 to Nov 1, 2024
Apr 5, 1996 to Nov 1, 2024
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