iShares MSCI United Kingdom Small-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.21% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0767 | 11.96 | |
| 0.0307 | 4.32 | |
| 0.8684 | 172.19 | |
| 0.1057 | 9.25 |
Estimation Period:
Jan 26, 2012 to Feb 13, 2026
Jan 26, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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