Motley Fool Momentum Factor ETF APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 26th, 2026
1 Day
34.18%
increased by 0.05%
1 Week
34.42%
increased by 0.29%
1 Month
35.39%
increased by 1.26%
Analysis last updated: Friday, June 26, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 0.81 | |
| 0.0025 | 0.01 | |
| 0.9975 | 51.41 | |
| 1.0000 | 0.01 | |
| 1.2388 | 6.09 |
Estimation Period:
Dec 9, 2025 to Jun 18, 2026
Dec 9, 2025 to Jun 18, 2026
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