iShares MSCI Australia ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.75% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 4.56 | |
| 0.0853 | 38.67 | |
| 0.8917 | 372.00 | |
| 0.6888 | 22.97 |
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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