iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.11% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3809 | 9.27 | |
| 0.0794 | 38.39 | |
| 0.9865 | 616.55 | |
| 8.5298 | 5.01 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
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