iShares MSCI International Momentum Factor ETF APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.04% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 21.23 | |
| 0.0479 | 0.01 | |
| 0.9059 | 121.66 | |
| 1.0000 | 0.01 | |
| 1.5618 | 16.43 |
Estimation Period:
Jan 26, 2015 to Feb 13, 2026
Jan 26, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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