iShares MSCI Australia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.52% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 17.45 | |
| 0.0200 | 9.99 | |
| 0.9111 | 468.45 | |
| 0.1036 | 19.17 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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