iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.13% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7350 | 6.29 | |
| 0.1055 | 7.05 | |
| 0.8481 | 45.46 | |
| -0.0832 | -1.61 | |
| 0.0598 | 0.71 | |
| 0.1312 | 2.20 | |
| -0.2418 | -5.49 | |
| 0.1938 | 4.90 | |
| -0.0466 | -1.12 | |
| -0.0199 | -0.45 | |
| 0.0029 | 0.09 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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