LSV Disciplined Value ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.82% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 5.79 | |
| 0.0967 | 8.24 | |
| 0.9033 | 47.35 | |
| 1.0000 | 773.39 | |
| 0.5000 | 6.28 |
Estimation Period:
Dec 18, 2024 to Feb 6, 2026
Dec 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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