Baron First Principles ETF APARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
16.00%
decreased by 0.44%
1 Week
16.17%
decreased by 0.27%
1 Month
16.67%
increased by 0.23%
Analysis last updated: Friday, May 22, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0590 | 6.57 | |
| 0.0371 | 2.72 | |
| 0.9189 | 58.42 | |
| 1.0000 | 5.37 | |
| 0.9061 | 3.85 |
Estimation Period:
Dec 15, 2025 to May 22, 2026
Dec 15, 2025 to May 22, 2026
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