Lazard US Systematic SMA ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.06% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3812 | 7.18 | |
| 0.1321 | 7.31 | |
| 0.5465 | 9.89 | |
| 1.0000 | 907.43 | |
| 0.5000 | 3.65 |
Estimation Period:
Sep 15, 2025 to Feb 6, 2026
Sep 15, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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