iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
17.09%
decreased by 0.60%
1 Week
17.57%
decreased by 0.12%
1 Month
18.96%
increased by 1.27%
Analysis last updated: Tuesday, April 28, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7023 | 6.67 | |
| 0.1057 | 6.96 | |
| 0.8530 | 46.89 | |
| -0.1072 | -5.26 | |
| 0.1829 | 6.02 | |
| -0.1382 | -5.29 | |
| 0.0899 | 3.86 | |
| -0.0193 | -1.01 | |
| -0.0158 | -1.15 |
Estimation Period:
Apr 1, 1996 to Apr 24, 2026
Apr 1, 1996 to Apr 24, 2026
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