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	param	t-stat
$ω$	0.0380	17.50
$α$	0.0200	9.99
$β$	0.9112	469.96
$γ$	0.1034	19.17

V-Lab

iShares MSCI Australia ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:25.05% (+0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI Australia ETF Analyses