V-Lab
iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:18.79% (-0.08%)
Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7729 | 6.65 | |
| 0.0980 | 7.33 | |
| 0.8663 | 53.51 | |
| -0.0614 | -3.28 | |
| 0.1073 | 4.17 | |
| -0.0955 | -6.07 | |
| 0.0922 | 5.64 | |
| -0.0574 | -4.90 |
Estimation Period:
Apr 1, 1996 to Nov 15, 2024
Apr 1, 1996 to Nov 15, 2024
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