Distillate Small/Mid Cash Flow ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.00% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 4.16 | |
| 0.0440 | 9.41 | |
| 0.9560 | 184.67 | |
| 0.8746 | 9.93 | |
| 0.9998 | 8.37 |
Estimation Period:
Oct 6, 2022 to Feb 6, 2026
Oct 6, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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