iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.87% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0528 | 6.88 | |
| 0.1035 | 8.46 | |
| 0.8686 | 74.86 | |
| -0.0447 | -2.83 | |
| 0.0843 | 3.56 | |
| -0.0787 | -4.48 | |
| 0.0739 | 3.80 | |
| -0.0479 | -2.95 |
Estimation Period:
Apr 5, 1996 to Oct 10, 2025
Apr 5, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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