iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:18.69% (+2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3898 | 9.15 | |
| 0.0793 | 38.45 | |
| 0.9866 | 613.94 | |
| 8.4933 | 5.04 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
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