V-Lab: iShares MSCI Japan ETF APARCH Volatility Analysis

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V-Lab

iShares MSCI Japan ETF APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:14.10% (-0.45%)

Analysis last updated: Monday, November 10, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0208	23.02
$α$	0.0876	38.24
$β$	0.9116	451.27
$γ$	0.3062	18.27
$δ$	1.5526	36.55

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts