iShares MSCI Australia ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.78% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 8.04 | |
| 0.1383 | 40.60 | |
| 0.9809 | 1,023.95 | |
| -0.0912 | -21.73 |
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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