iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.97% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3827 | 9.29 | |
| 0.0794 | 38.32 | |
| 0.9865 | 616.92 | |
| 8.5372 | 5.01 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
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