iShares MSCI Australia ETF EGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
21.98%
decreased by 1.13%
1 Week
22.10%
decreased by 1.01%
1 Month
22.50%
decreased by 0.61%
Analysis last updated: Friday, April 10, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 8.19 | |
| 0.1391 | 40.97 | |
| 0.9808 | 1,025.90 | |
| -0.0912 | -21.77 |
Estimation Period:
Apr 1, 1996 to Apr 10, 2026
Apr 1, 1996 to Apr 10, 2026
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