iShares MSCI Italy Capped ETF APARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:14.71% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 22.07 | |
| 0.0933 | 27.93 | |
| 0.9023 | 324.69 | |
| 0.3577 | 13.04 | |
| 1.5140 | 31.02 |
Estimation Period:
Apr 3, 1996 to Oct 31, 2025
Apr 3, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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