iShares MSCI Australia ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.99% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 4.54 | |
| 0.0853 | 38.76 | |
| 0.8916 | 372.43 | |
| 0.6903 | 23.10 |
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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