iShares MSCI Japan ETF APARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
22.87%
decreased by 0.11%
1 Week
22.95%
decreased by 0.03%
1 Month
23.26%
increased by 0.28%
Analysis last updated: Monday, April 20, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 23.27 | |
| 0.0853 | 38.10 | |
| 0.9136 | 462.34 | |
| 0.3037 | 18.32 | |
| 1.5641 | 37.81 |
Estimation Period:
Apr 1, 1996 to Apr 17, 2026
Apr 1, 1996 to Apr 17, 2026
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