iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:15.11% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7356 | 6.28 | |
| 0.1052 | 7.02 | |
| 0.8485 | 45.42 | |
| -0.0819 | -1.57 | |
| 0.0563 | 0.67 | |
| 0.1360 | 2.26 | |
| -0.2458 | -5.52 | |
| 0.1951 | 4.85 | |
| -0.0472 | -1.10 | |
| -0.0179 | -0.40 | |
| 0.0010 | 0.03 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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