iShares MSCI Australia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.65% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 17.40 | |
| 0.0198 | 9.90 | |
| 0.9114 | 469.78 | |
| 0.1037 | 19.23 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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