V-Lab: iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:14.25% (+0.12%)

Analysis last updated: Saturday, December 13, 2025 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0152	6.94
$α$	0.1037	8.12
$β$	0.8593	67.16
$γ_{1}$	-0.0332	-0.77
$γ_{2}$	-0.0135	-0.20
$γ_{3}$	0.1678	3.49
$γ_{4}$	-0.2414	-5.68
$γ_{5}$	0.1507	3.50
$γ_{6}$	0.0153	0.30
$γ_{7}$	-0.0769	-1.17
$γ_{8}$	0.0356	0.63

Estimation Period:
Apr 5, 1996 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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