iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:17.78% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0027 | 0.74 | |
| 0.7829 | 86.33 | |
| 0.1809 | 24.85 | |
| 0.0148 | 3.73 | |
| 0.0472 | 5.07 | |
| 0.9462 | 88.72 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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