iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:18.39% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7357 | 6.28 | |
| 0.1054 | 7.02 | |
| 0.8483 | 45.39 | |
| -0.0824 | -1.58 | |
| 0.0576 | 0.68 | |
| 0.1343 | 2.24 | |
| -0.2444 | -5.50 | |
| 0.1944 | 4.86 | |
| -0.0464 | -1.09 | |
| -0.0198 | -0.44 | |
| 0.0030 | 0.09 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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