Gotham 1000 Value ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.77% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 9.85 | |
| 0.0484 | 12.84 | |
| 0.9492 | 199.11 | |
| 1.0000 | 131.04 | |
| 0.7754 | 11.14 |
Estimation Period:
Jun 8, 2022 to Feb 6, 2026
Jun 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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