Parametric Equity Plus ETF APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.80% (+8.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0803 | 9.15 | |
| 0.1479 | 10.01 | |
| 0.8521 | 41.06 | |
| 1.0000 | 1,166.85 | |
| 0.5000 | 7.79 |
Estimation Period:
Nov 8, 2024 to Feb 6, 2026
Nov 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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