iShares MSCI Australia ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:17.41% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 4.61 | |
| 0.0855 | 38.75 | |
| 0.8914 | 371.58 | |
| 0.6879 | 23.02 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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