iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:23.64% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3843 | 9.29 | |
| 0.0792 | 38.35 | |
| 0.9865 | 619.27 | |
| 8.5453 | 5.00 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
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