iShares MSCI Australia ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.59% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7196 | 6.31 | |
| 0.1072 | 6.89 | |
| 0.8434 | 43.35 | |
| -0.0878 | -1.74 | |
| 0.0652 | 0.80 | |
| 0.1325 | 2.29 | |
| -0.2485 | -5.81 | |
| 0.2066 | 5.35 | |
| -0.0700 | -1.66 | |
| 0.0262 | 0.52 | |
| -0.1078 | -1.58 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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