iShares MSCI Austria ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.05% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4035 | 7.88 | |
| 0.0762 | 32.27 | |
| 0.9835 | 424.46 | |
| 6.8231 | 5.89 |
Estimation Period:
Apr 3, 1996 to Feb 6, 2026
Apr 3, 1996 to Feb 6, 2026
Other iShares MSCI Austria ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs