V-Lab
iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:14.57% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0289 | 6.95 | |
| 0.1045 | 8.42 | |
| 0.8657 | 72.84 | |
| -0.0487 | -3.08 | |
| 0.0926 | 3.90 | |
| -0.0883 | -4.93 | |
| 0.0841 | 4.21 | |
| -0.0548 | -3.28 |
Estimation Period:
Apr 5, 1996 to May 30, 2025
Apr 5, 1996 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI United Kingdom ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs