Defined Duration 5 ETF APARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
3.02%
decreased by 0.19%
1 Week
3.06%
decreased by 0.15%
1 Month
3.19%
decreased by 0.02%
Analysis last updated: Saturday, May 23, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 2.01 | |
| 0.0730 | 0.00 | |
| 0.8608 | 28.31 | |
| 1.0000 | 0.00 | |
| 1.7240 | 5.45 |
Estimation Period:
Nov 13, 2025 to May 22, 2026
Nov 13, 2025 to May 22, 2026
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