iShares MSCI Australia ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
19.20%
decreased by 0.26%
1 Week
19.49%
increased by 0.03%
1 Month
20.45%
increased by 0.99%
Analysis last updated: Monday, April 20, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 4.56 | |
| 0.0855 | 39.04 | |
| 0.8912 | 372.90 | |
| 0.6935 | 23.34 |
Estimation Period:
Apr 1, 1996 to Apr 17, 2026
Apr 1, 1996 to Apr 17, 2026
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