iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
22.68%
decreased by 1.30%
1 Week
22.70%
decreased by 1.28%
1 Month
22.85%
decreased by 1.13%
Analysis last updated: Thursday, April 2, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0032 | 0.90 | |
| 0.7804 | 83.99 | |
| 0.1791 | 24.48 | |
| 0.0160 | 3.71 | |
| 0.0485 | 4.95 | |
| 0.9444 | 83.78 |
Estimation Period:
Apr 1, 1996 to Apr 2, 2026
Apr 1, 1996 to Apr 2, 2026
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