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, November 24th, 2025:19.66% (+0.74%)

Analysis last updated: Friday, November 21, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7353	6.28
$α$	0.1055	7.03
$β$	0.8478	45.13
$γ_{1}$	-0.0803	-1.52
$γ_{2}$	0.0521	0.61
$γ_{3}$	0.1421	2.34
$γ_{4}$	-0.2511	-5.57
$γ_{5}$	0.1976	4.82
$γ_{6}$	-0.0503	-1.15
$γ_{7}$	-0.0101	-0.22
$γ_{8}$	-0.0073	-0.22

Estimation Period:
Apr 1, 1996 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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