iShares MSCI Australia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:20.40% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 17.20 | |
| 0.0190 | 9.54 | |
| 0.9117 | 471.43 | |
| 0.1048 | 19.51 |
Estimation Period:
Apr 1, 1996 to Nov 14, 2025
Apr 1, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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