iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.10% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0041 | 1.16 | |
| 0.7813 | 83.86 | |
| 0.1780 | 24.36 | |
| 0.0153 | 3.72 | |
| 0.0472 | 4.98 | |
| 0.9460 | 86.82 |
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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