VanEck Moody's Analytics BBB Corporate Bond ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.76% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 3.91 | |
| 0.0254 | 6.84 | |
| 0.9714 | 318.81 | |
| 0.8103 | 5.92 | |
| 1.3740 | 15.36 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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