iShares MSCI Japan ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.00% (+2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 23.18 | |
| 0.0853 | 37.80 | |
| 0.9138 | 458.96 | |
| 0.3051 | 18.06 | |
| 1.5504 | 37.50 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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