iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.01% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0024 | 0.66 | |
| 0.7849 | 86.83 | |
| 0.1790 | 24.68 | |
| 0.0149 | 3.72 | |
| 0.0471 | 5.02 | |
| 0.9463 | 88.10 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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