MSCI United Kingdom Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.62% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 17.94 | |
| 0.0115 | 6.96 | |
| 0.9035 | 489.41 | |
| 0.1292 | 22.73 |
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 GJR-GARCH Analyses on Equity Indices