iShares MSCI Netherlands ETF APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.78%
decreased by 1.50%
1 Week
25.80%
decreased by 1.48%
1 Month
25.89%
decreased by 1.39%
Analysis last updated: Friday, June 12, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 25.32 | |
| 0.0791 | 32.06 | |
| 0.9154 | 442.01 | |
| 0.5690 | 21.34 | |
| 1.2634 | 36.45 |
Estimation Period:
Apr 2, 1996 to Jun 12, 2026
Apr 2, 1996 to Jun 12, 2026
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