iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.33% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7351 | 6.30 | |
| 0.1055 | 7.05 | |
| 0.8480 | 45.39 | |
| -0.0832 | -1.62 | |
| 0.0598 | 0.72 | |
| 0.1312 | 2.20 | |
| -0.2417 | -5.49 | |
| 0.1935 | 4.90 | |
| -0.0462 | -1.11 | |
| -0.0207 | -0.47 | |
| 0.0038 | 0.12 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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