V-Lab: iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:14.78% (-0.26%)

Analysis last updated: Saturday, December 13, 2025 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7359	6.27
$α$	0.1056	7.03
$β$	0.8480	45.23
$γ_{1}$	-0.0812	-1.55
$γ_{2}$	0.0544	0.64
$γ_{3}$	0.1390	2.30
$γ_{4}$	-0.2484	-5.54
$γ_{5}$	0.1961	4.82
$γ_{6}$	-0.0479	-1.10
$γ_{7}$	-0.0156	-0.34
$γ_{8}$	-0.0014	-0.04

Estimation Period:
Apr 1, 1996 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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