iShares S&P 500 Value ETF Fund APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.18% (+3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 31.99 | |
| 0.0891 | 29.16 | |
| 0.9027 | 349.20 | |
| 0.9259 | 23.72 | |
| 1.0626 | 42.10 |
Estimation Period:
May 29, 2000 to Feb 6, 2026
May 29, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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