iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.79% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0043 | 1.19 | |
| 0.7815 | 83.69 | |
| 0.1773 | 24.18 | |
| 0.0154 | 3.71 | |
| 0.0474 | 4.97 | |
| 0.9457 | 86.21 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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