iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.23%
decreased by 0.44%
1 Week
21.32%
decreased by 0.35%
1 Month
21.66%
decreased by 0.01%
Analysis last updated: Friday, June 12, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3793 | 9.29 | |
| 0.0789 | 38.07 | |
| 0.9864 | 615.73 | |
| 8.4988 | 5.02 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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