iShares MSCI Australia ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.92% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 20.70 | |
| 0.0976 | 35.03 | |
| 0.8857 | 319.96 |
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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