iShares MSCI United Kingdom Small-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.97% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0532 | 8.78 | |
| 0.8050 | 161.12 | |
| 0.1372 | 14.81 | |
| 0.5669 | 1.71 | |
| 0.6348 | 1.84 | |
| 0.0000 | 0.00 |
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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