V-Lab
iShares MSCI Australia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:17.93% (+0.51%)
Analysis last updated: Thursday, January 30, 2025 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7790 | 6.65 | |
| 0.0972 | 7.34 | |
| 0.8676 | 54.10 | |
| -0.0593 | -3.16 | |
| 0.1034 | 4.00 | |
| -0.0918 | -5.90 | |
| 0.0892 | 5.52 | |
| -0.0561 | -4.84 |
Estimation Period:
Apr 1, 1996 to Jan 24, 2025
Apr 1, 1996 to Jan 24, 2025
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