iShares Morningstar Value ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.97% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 29.39 | |
| 0.0821 | 5.85 | |
| 0.9008 | 339.28 | |
| 1.0000 | 3.63 | |
| 1.1718 | 39.35 |
Estimation Period:
Jul 13, 2004 to Feb 13, 2026
Jul 13, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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