iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.01% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3915 | 9.13 | |
| 0.0794 | 38.45 | |
| 0.9866 | 613.19 | |
| 8.4845 | 5.05 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
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