iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:12.95% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0023 | 0.64 | |
| 0.7834 | 86.16 | |
| 0.1794 | 24.79 | |
| 0.0145 | 3.67 | |
| 0.0469 | 5.04 | |
| 0.9465 | 88.75 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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