V-Lab: iShares MSCI Germany ETF APARCH Volatility Analysis

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V-Lab

iShares MSCI Germany ETF APARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:16.77% (+1.19%)

Analysis last updated: Thursday, November 13, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0292	25.55
$α$	0.0842	31.56
$β$	0.9145	411.36
$γ$	0.5081	18.96
$δ$	1.1424	37.21

Estimation Period:
Apr 1, 1996 to Nov 7, 2025

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