V-Lab
iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:15.30% (+1.65%)
Analysis last updated: Tuesday, November 5, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4385 | 9.15 | |
| 0.0810 | 37.01 | |
| 0.9868 | 611.76 | |
| 9 | 4.66 |
Estimation Period:
Apr 1, 1996 to Nov 1, 2024
Apr 1, 1996 to Nov 1, 2024
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