iShares MSCI Australia ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:14.81% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 3.90 | |
| 0.0848 | 38.81 | |
| 0.8922 | 375.50 | |
| 0.7065 | 23.60 |
Estimation Period:
Apr 1, 1996 to Dec 5, 2025
Apr 1, 1996 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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