iShares MSCI USA Quality Factor ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.56% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 23.74 | |
| 0.1251 | 20.88 | |
| 0.8723 | 129.81 | |
| 0.9212 | 17.83 | |
| 0.7951 | 23.31 |
Estimation Period:
Jul 18, 2013 to Feb 6, 2026
Jul 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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