iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
19.45%
decreased by 0.64%
1 Week
19.61%
decreased by 0.48%
1 Month
20.15%
increased by 0.06%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3798 | 9.29 | |
| 0.0791 | 38.03 | |
| 0.9864 | 614.56 | |
| 8.5097 | 5.01 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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