iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:16.77% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3980 | 9.19 | |
| 0.0798 | 38.36 | |
| 0.9865 | 609.68 | |
| 8.4961 | 5.04 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
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