iShares MSCI International Value Factor ETF APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.72% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 9.77 | |
| 0.0326 | 3.40 | |
| 0.9290 | 224.78 | |
| 0.6872 | 4.06 | |
| 2.1528 | 17.22 |
Estimation Period:
Jul 15, 2015 to Feb 6, 2026
Jul 15, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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