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V-Lab
V-Lab
iShares MSCI Australia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:16.10% (-0.44%)
Analysis last updated: Saturday, December 6, 2025 at 12:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Australia ETF GJR-GARCH
paramt-stat
ω0.037417.20
α0.01929.65
β0.9118471.44
γ0.104319.40
Estimation Period:
Apr 1, 1996 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts