Parametric Hedged Equity ETF APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.30% (+2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 5.91 | |
| 0.1090 | 5.17 | |
| 0.8910 | 54.53 | |
| 0.9040 | 3.47 | |
| 1.0264 | 10.98 |
Estimation Period:
Oct 19, 2023 to Feb 6, 2026
Oct 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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