iShares MSCI Australia ETF APARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:20.35% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 25.72 | |
| 0.0666 | 31.18 | |
| 0.9209 | 486.45 | |
| 0.6236 | 18.81 | |
| 1.4152 | 37.43 |
Estimation Period:
Apr 1, 1996 to Nov 14, 2025
Apr 1, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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