iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
29.75%
increased by 10.67%
1 Week
28.17%
increased by 9.09%
1 Month
25.61%
increased by 6.53%
Analysis last updated: Friday, June 5, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0027 | 0.75 | |
| 0.7809 | 84.23 | |
| 0.1792 | 24.67 | |
| 0.0159 | 3.69 | |
| 0.0484 | 4.95 | |
| 0.9445 | 83.91 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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