V-Lab: iShares MSCI Germany ETF APARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Germany ETF APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 5th, 2024:15.97% (-0.76%)

Analysis last updated: Monday, November 4, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0285	25.07
$α$	0.0823	30.13
$β$	0.9164	406.37
$γ$	0.5087	18.00
$δ$	1.1477	37.13

Estimation Period:
Apr 1, 1996 to Nov 1, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts