iShares MSCI Australia ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.10% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7205 | 6.34 | |
| 0.1072 | 6.87 | |
| 0.8432 | 43.19 | |
| -0.0875 | -1.74 | |
| 0.0650 | 0.80 | |
| 0.1326 | 2.30 | |
| -0.2487 | -5.83 | |
| 0.2069 | 5.37 | |
| -0.0706 | -1.68 | |
| 0.0273 | 0.54 | |
| -0.1110 | -1.64 |
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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