Principal Focused Blue Chip ETF APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 26th, 2026
1 Day
21.23%
decreased by 0.37%
1 Week
21.45%
decreased by 0.15%
1 Month
22.28%
increased by 0.68%
Analysis last updated: Friday, June 26, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 5.80 | |
| 0.0853 | 7.22 | |
| 0.8633 | 90.95 | |
| 0.0392 | 0.81 | |
| 3.0000 | 12.98 |
Estimation Period:
Jul 13, 2023 to Jun 18, 2026
Jul 13, 2023 to Jun 18, 2026
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