iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.18% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3752 | 9.29 | |
| 0.0793 | 38.33 | |
| 0.9864 | 616.53 | |
| 8.5317 | 5.01 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
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