iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
20.78%
decreased by 0.11%
1 Week
21.41%
increased by 0.52%
1 Month
22.19%
increased by 1.30%
Analysis last updated: Friday, May 22, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0028 | 0.80 | |
| 0.7816 | 84.67 | |
| 0.1788 | 24.66 | |
| 0.0159 | 3.71 | |
| 0.0482 | 4.96 | |
| 0.9447 | 84.30 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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