iShares MSCI United Kingdom Small-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.74% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 2.50 | |
| 0.1018 | 4.58 | |
| 0.9560 | 208.77 | |
| -0.0884 | -8.07 |
Estimation Period:
Jan 26, 2012 to Feb 6, 2026
Jan 26, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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