iShares MSCI Australia ETF GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:23.31% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 20.73 | |
| 0.0974 | 35.10 | |
| 0.8859 | 321.46 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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