V-Lab: iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:17.68% (-0.22%)

Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7358	6.27
$α$	0.1061	7.04
$β$	0.8469	44.70
$γ_{1}$	-0.0791	-1.47
$γ_{2}$	0.0482	0.55
$γ_{3}$	0.1481	2.42
$γ_{4}$	-0.2562	-5.61
$γ_{5}$	0.1995	4.77
$γ_{6}$	-0.0521	-1.16
$γ_{7}$	-0.0048	-0.10
$γ_{8}$	-0.0127	-0.37

Estimation Period:
Apr 1, 1996 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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