V-Lab: iShares MSCI EAFE ETF APARCH Volatility Analysis

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V-Lab

iShares MSCI EAFE ETF APARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:12.47% (-0.27%)

Analysis last updated: Thursday, November 6, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0289	22.48
$α$	0.0922	25.79
$β$	0.9017	302.89
$γ$	0.6379	16.57
$δ$	1.1536	30.79

Estimation Period:
Aug 27, 2001 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts