iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
19.17%
decreased by 0.42%
1 Week
19.78%
increased by 0.19%
1 Month
20.63%
increased by 1.04%
Analysis last updated: Tuesday, April 28, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0027 | 0.76 | |
| 0.7825 | 85.28 | |
| 0.1787 | 24.73 | |
| 0.0158 | 3.72 | |
| 0.0479 | 4.96 | |
| 0.9451 | 85.06 |
Estimation Period:
Apr 1, 1996 to Apr 24, 2026
Apr 1, 1996 to Apr 24, 2026
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