V-Lab
iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:23.94% (-0.23%)
Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7765 | 6.65 | |
| 0.0976 | 7.34 | |
| 0.8669 | 53.78 | |
| -0.0602 | -3.20 | |
| 0.1049 | 4.06 | |
| -0.0931 | -5.97 | |
| 0.0903 | 5.57 | |
| -0.0565 | -4.87 |
Estimation Period:
Apr 1, 1996 to Dec 20, 2024
Apr 1, 1996 to Dec 20, 2024
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