iShares MSCI Australia ETF APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.15%
decreased by 0.78%
1 Week
21.30%
decreased by 0.63%
1 Month
21.80%
decreased by 0.13%
Analysis last updated: Friday, June 12, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 25.93 | |
| 0.0670 | 31.73 | |
| 0.9203 | 486.40 | |
| 0.6105 | 18.96 | |
| 1.4217 | 37.36 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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