iShares MSCI United Kingdom Small-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.69% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6010 | 5.01 | |
| 0.1194 | 4.83 | |
| 0.8072 | 31.88 | |
| 0.0393 | 3.39 | |
| -0.0477 | -3.47 |
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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