iShares MSCI Australia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:14.52% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 17.19 | |
| 0.0193 | 9.63 | |
| 0.9114 | 469.79 | |
| 0.1051 | 19.49 |
Estimation Period:
Apr 1, 1996 to Oct 24, 2025
Apr 1, 1996 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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