iShares MSCI Australia ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.69% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 20.70 | |
| 0.0977 | 35.01 | |
| 0.8856 | 319.72 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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