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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3623	9.39***
α ARCH Response to squared shocks	0.0790	38.15***
β GARCH Volatility persistence	0.9863	617.22***
ν DF Student-t tail thickness	8.5210	5.01***

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iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Australia ETF Analyses