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

Skip to main content

V-Lab

iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:16.37% (-0.47%)

Analysis last updated: Friday, October 31, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7360	6.26
$α$	0.1057	7.03
$β$	0.8477	45.05
$γ_{1}$	-0.0797	-1.49
$γ_{2}$	0.0501	0.58
$γ_{3}$	0.1451	2.38
$γ_{4}$	-0.2536	-5.58
$γ_{5}$	0.1982	4.77
$γ_{6}$	-0.0503	-1.13
$γ_{7}$	-0.0092	-0.20
$γ_{8}$	-0.0081	-0.24

Estimation Period:
Apr 1, 1996 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other iShares MSCI Australia ETF Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
GAS-GARCH Student T
MF2-GARCH