iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:13.76% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0118 | 6.95 | |
| 0.1035 | 8.10 | |
| 0.8592 | 66.98 | |
| -0.0341 | -0.79 | |
| -0.0115 | -0.17 | |
| 0.1655 | 3.46 | |
| -0.2400 | -5.70 | |
| 0.1513 | 3.57 | |
| 0.0145 | 0.29 | |
| -0.0781 | -1.21 | |
| 0.0376 | 0.67 |
Estimation Period:
Apr 5, 1996 to Jan 9, 2026
Apr 5, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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