iShares MSCI Australia ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
21.67%
decreased by 0.79%
1 Week
21.74%
decreased by 0.72%
1 Month
21.99%
decreased by 0.47%
Analysis last updated: Tuesday, April 14, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 17.51 | |
| 0.0199 | 9.95 | |
| 0.9112 | 470.88 | |
| 0.1038 | 19.27 |
Estimation Period:
Apr 1, 1996 to Apr 10, 2026
Apr 1, 1996 to Apr 10, 2026
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