iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:22.83% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7358 | 6.30 | |
| 0.1052 | 7.06 | |
| 0.8486 | 45.68 | |
| -0.0836 | -1.63 | |
| 0.0616 | 0.74 | |
| 0.1284 | 2.16 | |
| -0.2396 | -5.47 | |
| 0.1936 | 4.95 | |
| -0.0476 | -1.15 | |
| -0.0195 | -0.45 | |
| 0.0029 | 0.09 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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