iShares MSCI Italy Capped ETF APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
22.52%
increased by 2.20%
1 Week
22.73%
increased by 2.41%
1 Month
23.47%
increased by 3.15%
Analysis last updated: Friday, June 5, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 22.33 | |
| 0.0924 | 28.06 | |
| 0.9026 | 327.86 | |
| 0.3612 | 13.19 | |
| 1.5230 | 31.35 |
Estimation Period:
Apr 3, 1996 to Jun 5, 2026
Apr 3, 1996 to Jun 5, 2026
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