iShares MSCI Australia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:17.60% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 17.27 | |
| 0.0192 | 9.57 | |
| 0.9111 | 467.70 | |
| 0.1056 | 19.54 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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