V-Lab
iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:14.87% (-0.38%)
Analysis last updated: Monday, November 4, 2024 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7722 | 6.63 | |
| 0.0980 | 7.32 | |
| 0.8665 | 53.54 | |
| -0.0619 | -3.29 | |
| 0.1080 | 4.18 | |
| -0.0958 | -6.05 | |
| 0.0918 | 5.57 | |
| -0.0564 | -4.79 |
Estimation Period:
Apr 1, 1996 to Nov 1, 2024
Apr 1, 1996 to Nov 1, 2024
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