V-Lab
V-Lab
iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:21.34% (+0.46%)

Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Australia ETF GAS-GARCH-T
paramt-stat
ω2.43439.18
α0.080636.92
β0.9866605.64
ν94.66
Estimation Period:
Apr 1, 1996 to Dec 20, 2024