iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.35%
decreased by 1.10%
1 Week
21.53%
decreased by 0.92%
1 Month
22.43%
decreased by 0.02%
Analysis last updated: Friday, June 12, 2026 at 11:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0025 | 0.72 | |
| 0.7816 | 84.64 | |
| 0.1787 | 24.67 | |
| 0.0159 | 3.69 | |
| 0.0483 | 4.94 | |
| 0.9447 | 84.00 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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