V-Lab
V-Lab
iShares MSCI Australia ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:18.41% (+1.48%)
Analysis last updated: Friday, June 20, 2025 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Australia ETF EGARCH
paramt-stat
ω0.01828.01
α0.138640.37
β0.9804986.33
γ-0.0935-22.04
Estimation Period:
Apr 1, 1996 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts