iShares MSCI Australia ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:24.14% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6901 | 6.68 | |
| 0.1063 | 6.79 | |
| 0.8507 | 45.42 | |
| -0.1095 | -5.40 | |
| 0.1855 | 6.13 | |
| -0.1366 | -5.25 | |
| 0.0821 | 3.52 | |
| 0.0012 | 0.05 | |
| -0.0700 | -2.17 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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