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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0383	17.67***
α ARCH Response to squared shocks	0.0200	10.04***
β GARCH Volatility persistence	0.9107	469.20***
γ leverage Additional response to negative shocks	0.1040	19.30***

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iShares MSCI Australia ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other iShares MSCI Australia ETF Analyses