iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.38% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0021 | 0.59 | |
| 0.7835 | 86.19 | |
| 0.1794 | 24.78 | |
| 0.0146 | 3.67 | |
| 0.0471 | 5.03 | |
| 0.9464 | 88.24 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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