V-Lab: iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis

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V-Lab

iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, November 22nd, 2024:17.98% (+0.12%)

Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4377	9.17
$α$	0.0809	36.89
$β$	0.9866	604.53
$ν$	9	4.66

Estimation Period:
Apr 1, 1996 to Nov 15, 2024

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