Vanguard S&P Mid-Cap 400 Value ETF APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.93% (+2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 21.63 | |
| 0.0769 | 21.97 | |
| 0.9088 | 279.19 | |
| 0.7521 | 17.63 | |
| 1.2368 | 29.48 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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