Distillate US Fundamental Stability & Value ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.71% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 15.13 | |
| 0.1067 | 15.02 | |
| 0.8784 | 118.09 | |
| 0.7234 | 9.33 | |
| 1.0836 | 18.44 |
Estimation Period:
Oct 24, 2018 to Feb 13, 2026
Oct 24, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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