V-Lab: iShares MSCI EAFE ETF APARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI EAFE ETF APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:14.38% (-0.45%)

Analysis last updated: Wednesday, May 1, 2024 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0242	26.62
$α$	0.0919	27.45
$β$	0.9081	320.78
$γ$	0.6426	17.37
$δ$	1.0672	33.83

Estimation Period:
Aug 27, 2001 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts