iShares MSCI Australia ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.76% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 8.04 | |
| 0.1383 | 40.40 | |
| 0.9810 | 1,023.97 | |
| -0.0911 | -21.68 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Australia ETF Analyses
Other EGARCH Analyses on ETFs