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V-Lab
V-Lab
iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.31% (-0.67%)
Analysis last updated: Friday, October 31, 2025 at 10:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Australia ETF MF2-GARCH
paramt-stat
m21
α0.00260.73
β0.783486.18
γ0.179824.72
λ10.01483.70
λ20.04735.04
λ30.946188.19
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts