iShares MSCI Australia ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.66%
decreased by 1.42%
1 Week
21.45%
decreased by 1.63%
1 Month
20.80%
decreased by 2.28%
Analysis last updated: Monday, June 8, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6930 | 6.68 | |
| 0.1055 | 6.90 | |
| 0.8521 | 46.36 | |
| -0.1077 | -5.37 | |
| 0.1835 | 6.18 | |
| -0.1379 | -5.43 | |
| 0.0874 | 3.78 | |
| -0.0077 | -0.36 | |
| -0.0544 | -1.61 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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