iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.79% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7350 | 6.28 | |
| 0.1055 | 7.04 | |
| 0.8481 | 45.42 | |
| -0.0829 | -1.60 | |
| 0.0588 | 0.70 | |
| 0.1327 | 2.22 | |
| -0.2430 | -5.50 | |
| 0.1941 | 4.88 | |
| -0.0467 | -1.11 | |
| -0.0193 | -0.43 | |
| 0.0023 | 0.07 |
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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