MSCI United Kingdom Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.76% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 33.59 | |
| 0.0684 | 36.64 | |
| 0.9257 | 563.42 | |
| 0.8277 | 32.05 | |
| 1.0557 | 33.99 |
Estimation Period:
Dec 29, 1989 to Apr 4, 2025
Dec 29, 1989 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other MSCI United Kingdom Index Analyses
Other APARCH Analyses on Equity Indices