iShares MSCI Australia ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
20.63%
decreased by 0.59%
1 Week
20.74%
decreased by 0.48%
1 Month
21.13%
decreased by 0.09%
Analysis last updated: Tuesday, May 5, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 17.52 | |
| 0.0197 | 9.85 | |
| 0.9110 | 470.33 | |
| 0.1042 | 19.34 |
Estimation Period:
Apr 1, 1996 to May 1, 2026
Apr 1, 1996 to May 1, 2026
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