iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:11.65% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0632 | 6.89 | |
| 0.1033 | 8.47 | |
| 0.8692 | 75.29 | |
| -0.0435 | -2.75 | |
| 0.0821 | 3.46 | |
| -0.0765 | -4.36 | |
| 0.0712 | 3.66 | |
| -0.0458 | -2.80 |
Estimation Period:
Apr 5, 1996 to Oct 31, 2025
Apr 5, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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