V-Lab
iShares MSCI United Kingdom ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:14.86% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0351 | 6.97 | |
| 0.1047 | 8.47 | |
| 0.8657 | 73.06 | |
| -0.0476 | -3.03 | |
| 0.0906 | 3.84 | |
| -0.0863 | -4.86 | |
| 0.0822 | 4.16 | |
| -0.0537 | -3.24 |
Estimation Period:
Apr 5, 1996 to Jun 27, 2025
Apr 5, 1996 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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