MSCI United Kingdom Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.36% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1030 | 8.26 | |
| 0.0839 | 30.35 | |
| 0.9858 | 559.17 | |
| 8.2396 | 5.10 |
Estimation Period:
Dec 29, 1989 to Apr 4, 2025
Dec 29, 1989 to Apr 4, 2025
Other MSCI United Kingdom Index Analyses
Other GAS-GARCH Student T Analyses on Equity Indices