Vanguard Mega Cap ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.02% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 26.71 | |
| 0.1144 | 20.39 | |
| 0.8827 | 155.33 | |
| 0.9013 | 13.27 | |
| 0.8592 | 22.03 |
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Dec 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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