MSCI United Kingdom Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.70% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8919 | 7.01 | |
| 0.1047 | 9.26 | |
| 0.8498 | 56.88 | |
| -0.0568 | -1.31 | |
| 0.1475 | 2.26 | |
| -0.1519 | -3.22 | |
| 0.0253 | 0.57 | |
| 0.1601 | 4.18 | |
| -0.2760 | -7.89 | |
| 0.2796 | 6.24 | |
| -0.2218 | -3.62 | |
| 0.1401 | 1.34 |
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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