V-Lab
iShares MSCI Australia ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:20.97% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4512 | 8.80 | |
| 0.0797 | 38.04 | |
| 0.9866 | 584.46 | |
| 8.3975 | 5.02 |
Estimation Period:
Apr 1, 1996 to May 2, 2025
Apr 1, 1996 to May 2, 2025
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