iShares MSCI Australia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:24.86% (+2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0034 | 0.96 | |
| 0.7804 | 83.33 | |
| 0.1785 | 24.35 | |
| 0.0159 | 3.67 | |
| 0.0484 | 4.93 | |
| 0.9445 | 83.42 |
Estimation Period:
Apr 1, 1996 to Mar 6, 2026
Apr 1, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Australia ETF Analyses
Other MF2-GARCH Analyses on ETFs