iShares MSCI United Kingdom Small-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.56% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6643 | 8.41 | |
| 0.0874 | 28.61 | |
| 0.9718 | 255.72 | |
| 4.3293 | 13.18 |
Estimation Period:
Jan 26, 2012 to Feb 13, 2026
Jan 26, 2012 to Feb 13, 2026
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