iShares US Equity Factor ETF Fund APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.36% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 20.31 | |
| 0.1002 | 11.22 | |
| 0.8766 | 126.30 | |
| 0.9449 | 7.36 | |
| 1.1237 | 29.05 |
Estimation Period:
Apr 30, 2015 to Feb 6, 2026
Apr 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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