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iShares MSCI Australia ETF GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:18.69% (-0.86%)
Analysis last updated: Friday, November 14, 2025 at 11:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Australia ETF GARCH
paramt-stat
ω0.043520.60
α0.097934.93
β0.8854318.38
Estimation Period:
Apr 1, 1996 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts