iShares MSCI Australia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:17.80% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 17.17 | |
| 0.0193 | 9.71 | |
| 0.9119 | 472.23 | |
| 0.1040 | 19.37 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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