PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.47% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 17.69 | |
| 0.1221 | 19.80 | |
| 0.8301 | 120.93 | |
| 0.3478 | 9.98 | |
| 1.3698 | 18.72 |
Estimation Period:
Sep 6, 2017 to Feb 6, 2026
Sep 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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