V-Lab
iShares MSCI United Kingdom ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:0.00% (-0.18%)
Analysis last updated: Thursday, November 21, 2024 at 10:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 1.0000 | 9999900.00 | |
| 0.0003 | 2950.00 | |
| -0.0006 | -5700.00 | |
| 7.1341 | 71341150.00 | |
| 0.0000 | 100.00 | |
| 0.9989 | 9988500.00 |
Estimation Period:
Apr 5, 1996 to Nov 15, 2024
Apr 5, 1996 to Nov 15, 2024
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