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

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V-Lab

iShares MSCI Australia ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:15.04% (-0.41%)

Analysis last updated: Tuesday, November 11, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7207	6.32
$α$	0.1072	6.73
$β$	0.8429	42.63
$γ_{1}$	-0.0845	-1.63
$γ_{2}$	0.0563	0.67
$γ_{3}$	0.1453	2.47
$γ_{4}$	-0.2601	-5.93
$γ_{5}$	0.2128	5.29
$γ_{6}$	-0.0776	-1.74
$γ_{7}$	0.0435	0.83
$γ_{8}$	-0.1353	-1.88

Estimation Period:
Apr 1, 1996 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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