iShares MSCI United Kingdom ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:19.47% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0189 | 4.45 | |
| 0.8577 | 278.56 | |
| 0.1309 | 22.24 | |
| 0.0738 | 1.49 | |
| 0.3076 | 1.44 | |
| 0.6480 | 2.64 |
Estimation Period:
Apr 5, 1996 to Mar 13, 2026
Apr 5, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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