V-Lab
iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:12.58% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0468 | 6.94 | |
| 0.1042 | 8.48 | |
| 0.8669 | 73.89 | |
| -0.0458 | -2.91 | |
| 0.0868 | 3.68 | |
| -0.0820 | -4.65 | |
| 0.0774 | 3.95 | |
| -0.0503 | -3.06 |
Estimation Period:
Apr 5, 1996 to Aug 22, 2025
Apr 5, 1996 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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