iShares MSCI Australia ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
20.85%
decreased by 0.74%
1 Week
20.95%
decreased by 0.64%
1 Month
21.30%
decreased by 0.29%
Analysis last updated: Friday, June 26, 2026 at 11:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 17.49 | |
| 0.0193 | 9.76 | |
| 0.9118 | 473.92 | |
| 0.1034 | 19.34 |
Estimation Period:
Apr 1, 1996 to Jun 26, 2026
Apr 1, 1996 to Jun 26, 2026
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