iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.46% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3923 | 9.21 | |
| 0.0794 | 38.39 | |
| 0.9865 | 613.12 | |
| 8.5092 | 5.02 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
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