iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.48% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0042 | 1.17 | |
| 0.7814 | 83.77 | |
| 0.1778 | 24.27 | |
| 0.0155 | 3.72 | |
| 0.0475 | 4.97 | |
| 0.9455 | 85.93 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Australia ETF Analyses
Other MF2-GARCH Analyses on ETFs