iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.24% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3814 | 9.17 | |
| 0.0793 | 38.50 | |
| 0.9866 | 615.86 | |
| 8.5019 | 5.03 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
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