V-Lab
iShares MSCI Australia ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:20.12% (-0.50%)
Analysis last updated: Thursday, April 18, 2024 at 10:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7445 | 6.60 | |
| 0.0976 | 7.18 | |
| 0.8661 | 52.16 | |
| -0.0711 | -3.78 | |
| 0.1255 | 4.87 | |
| -0.1138 | -6.53 | |
| 0.1105 | 5.33 | |
| -0.0740 | -2.57 |
Estimation Period:
Apr 1, 1996 to Apr 12, 2024
Apr 1, 1996 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other iShares MSCI Australia ETF Analyses