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, November 24th, 2025:16.42% (+1.99%)

Analysis last updated: Friday, November 21, 2025 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0143	6.93
$α$	0.1039	8.14
$β$	0.8590	67.11
$γ_{1}$	-0.0326	-0.75
$γ_{2}$	-0.0152	-0.22
$γ_{3}$	0.1698	3.52
$γ_{4}$	-0.2425	-5.67
$γ_{5}$	0.1501	3.45
$γ_{6}$	0.0160	0.31
$γ_{7}$	-0.0754	-1.13
$γ_{8}$	0.0331	0.58

Estimation Period:
Apr 5, 1996 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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