V-Lab
iShares MSCI Australia ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:22.46% (+0.40%)
Analysis last updated: Thursday, April 18, 2024 at 10:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 7.96 | |
| 0.1374 | 39.46 | |
| 0.9811 | 1004.17 | |
| -0.0904 | -21.28 |
Estimation Period:
Apr 1, 1996 to Apr 12, 2024
Apr 1, 1996 to Apr 12, 2024
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