iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
17.84%
decreased by 0.75%
1 Week
18.05%
decreased by 0.54%
1 Month
18.81%
increased by 0.22%
Analysis last updated: Tuesday, April 28, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3788 | 9.36 | |
| 0.0796 | 38.15 | |
| 0.9863 | 614.90 | |
| 8.5531 | 5.00 |
Estimation Period:
Apr 1, 1996 to Apr 24, 2026
Apr 1, 1996 to Apr 24, 2026
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