iShares MSCI Australia ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
17.97%
decreased by 0.44%
1 Week
18.19%
decreased by 0.22%
1 Month
18.96%
increased by 0.55%
Analysis last updated: Friday, May 29, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 17.56 | |
| 0.0198 | 9.91 | |
| 0.9111 | 470.34 | |
| 0.1039 | 19.31 |
Estimation Period:
Apr 1, 1996 to May 29, 2026
Apr 1, 1996 to May 29, 2026
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