iShares MSCI United Kingdom Small-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.40% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0673 | 16.44 | |
| 0.0818 | 11.04 | |
| 0.8751 | 98.64 |
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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