iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.67% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3748 | 9.16 | |
| 0.0790 | 38.51 | |
| 0.9866 | 616.65 | |
| 8.4990 | 5.02 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
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