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	param	t-stat
$ω$	0.0372	17.16
$α$	0.0192	9.65
$β$	0.9120	472.78
$γ$	0.1040	19.39

V-Lab

iShares MSCI Australia ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 15th, 2026:14.46% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI Australia ETF Analyses