MSCI United Kingdom Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.88% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9300 | 7.34 | |
| 0.1051 | 9.06 | |
| 0.8493 | 55.32 | |
| -0.0397 | -0.92 | |
| 0.1198 | 1.85 | |
| -0.1334 | -2.82 | |
| 0.0132 | 0.30 | |
| 0.1644 | 4.30 | |
| -0.2734 | -7.93 | |
| 0.2728 | 6.47 | |
| -0.2124 | -4.34 | |
| 0.1240 | 3.30 |
Estimation Period:
Dec 29, 1989 to Apr 4, 2025
Dec 29, 1989 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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