iShares FTSE China ETF APARCH Volatility Analysis
Inactive
Last recorded values (Monday, August 24th, 2015):
1 Day
33.98%
1 Week
33.88%
1 Month
33.50%
Analysis last updated: Friday, November 20, 2015 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 9.99 | |
| 0.0606 | 13.78 | |
| 0.9219 | 217.89 | |
| 0.3578 | 8.05 | |
| 1.8972 | 16.00 |
Estimation Period:
Jun 26, 2008 to Aug 21, 2015
Jun 26, 2008 to Aug 21, 2015
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