iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:14.08% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0647 | 6.89 | |
| 0.1033 | 8.48 | |
| 0.8694 | 75.39 | |
| -0.0432 | -2.74 | |
| 0.0817 | 3.44 | |
| -0.0760 | -4.34 | |
| 0.0707 | 3.65 | |
| -0.0454 | -2.80 |
Estimation Period:
Apr 5, 1996 to Nov 7, 2025
Apr 5, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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