iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:17.97% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3743 | 9.21 | |
| 0.0791 | 38.54 | |
| 0.9866 | 618.17 | |
| 8.5201 | 5.01 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
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