Brandes U.S. Value ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:15.59% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1375 | 14.15 | |
| 0.0226 | 0.00 | |
| 0.6545 | 17.54 | |
| 0.9996 | 0.00 | |
| 2.8865 | 6.90 |
Estimation Period:
Oct 5, 2023 to Feb 13, 2026
Oct 5, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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