iShares MSCI Japan ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.46% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 23.17 | |
| 0.0854 | 38.00 | |
| 0.9137 | 460.30 | |
| 0.3033 | 18.17 | |
| 1.5534 | 37.55 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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