iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:15.55% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7349 | 6.25 | |
| 0.1056 | 7.04 | |
| 0.8480 | 45.24 | |
| -0.0809 | -1.53 | |
| 0.0533 | 0.62 | |
| 0.1406 | 2.32 | |
| -0.2498 | -5.55 | |
| 0.1967 | 4.82 | |
| -0.0488 | -1.12 | |
| -0.0134 | -0.29 | |
| -0.0038 | -0.11 |
Estimation Period:
Apr 1, 1996 to Dec 5, 2025
Apr 1, 1996 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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