iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:14.30% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0122 | 6.96 | |
| 0.1035 | 8.10 | |
| 0.8592 | 66.93 | |
| -0.0343 | -0.80 | |
| -0.0109 | -0.16 | |
| 0.1645 | 3.45 | |
| -0.2394 | -5.71 | |
| 0.1516 | 3.60 | |
| 0.0143 | 0.29 | |
| -0.0792 | -1.24 | |
| 0.0391 | 0.70 |
Estimation Period:
Apr 5, 1996 to Jan 23, 2026
Apr 5, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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