iShares MSCI Australia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:21.30% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 17.38 | |
| 0.0196 | 9.86 | |
| 0.9115 | 470.31 | |
| 0.1038 | 19.26 |
Estimation Period:
Apr 1, 1996 to Feb 27, 2026
Apr 1, 1996 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Australia ETF Analyses
Other GJR-GARCH Analyses on ETFs