V-Lab: iShares MSCI France ETF APARCH Volatility Analysis

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V-Lab

iShares MSCI France ETF APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:16.41% (-0.41%)

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
$ω$	0.0315	22.50
$α$	0.0929	28.61
$β$	0.9053	317.55
$γ$	0.4822	16.10
$δ$	1.2338	36.19

Estimation Period:
Apr 2, 1996 to Nov 7, 2025

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Impact of return on volatility tomorrow

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Volatility Forecasts