iShares MSCI United Kingdom Small-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.99% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6623 | 5.22 | |
| 0.1224 | 4.84 | |
| 0.7959 | 29.64 | |
| 0.0526 | 3.88 | |
| -0.0832 | -3.61 |
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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