V-Lab
iShares MSCI Australia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:19.17% (-0.32%)
Analysis last updated: Thursday, April 25, 2024 at 09:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 16.41 | |
| 0.0177 | 9.04 | |
| 0.9174 | 493.73 | |
| 0.0992 | 19.40 |
Estimation Period:
Apr 1, 1996 to Apr 19, 2024
Apr 1, 1996 to Apr 19, 2024
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