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V-Lab

iShares MSCI United Kingdom ETF Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

15.87%

increased by 0.15%

1 Week

16.16%

increased by 0.44%

1 Month

17.16%

increased by 1.44%

Analysis last updated: Wednesday, July 15, 2026 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI United Kingdom ETF SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 5, 1996 to Jul 10, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 39 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4315
8.72***
α

ARCH

Response to squared shocks

0.0974
8.78***
β

GARCH

Volatility persistence

0.8849
86.18***
γi Spline Coefficients
K=1
γ10.0024
1.89*

Persistence:

0.982

Half-life:

39 days