iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:17.41% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0110 | 6.96 | |
| 0.1037 | 8.13 | |
| 0.8588 | 66.82 | |
| -0.0355 | -0.84 | |
| -0.0077 | -0.12 | |
| 0.1605 | 3.38 | |
| -0.2374 | -5.73 | |
| 0.1539 | 3.75 | |
| 0.0101 | 0.21 | |
| -0.0763 | -1.23 | |
| 0.0376 | 0.69 |
Estimation Period:
Apr 5, 1996 to Mar 6, 2026
Apr 5, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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