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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3607	9.42***
α ARCH Response to squared shocks	0.0791	38.19***
β GARCH Volatility persistence	0.9863	623.09***
ν DF Student-t tail thickness	8.5404	5.02***

V-Lab

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