iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
20.07%
decreased by 0.57%
1 Week
20.20%
decreased by 0.44%
1 Month
20.67%
increased by 0.03%
Analysis last updated: Friday, May 22, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3789 | 9.35 | |
| 0.0792 | 38.17 | |
| 0.9864 | 618.42 | |
| 8.5521 | 4.99 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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