V-Lab
V-Lab
iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:15.93% (-0.67%)
Analysis last updated: Tuesday, July 29, 2025 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Australia ETF MF2-GARCH
paramt-stat
m21
α0.00280.78
β0.783687.11
γ0.181224.94
λ10.01473.78
λ20.04605.10
λ30.947591.59
Estimation Period:
Apr 1, 1996 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts