Skip to main content
V-Lab
V-Lab
iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.18% (+0.22%)
Analysis last updated: Saturday, December 13, 2025 at 12:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Australia ETF MF2-GARCH
paramt-stat
m21
α0.00250.71
β0.783786.64
γ0.179624.81
λ10.01443.70
λ20.04685.07
λ30.946789.49
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts