TDAQ Lift ETF APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 26th, 2026
1 Day
32.35%
increased by 0.09%
1 Week
32.53%
increased by 0.27%
1 Month
33.23%
increased by 0.97%
Analysis last updated: Thursday, June 25, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 1.30 | |
| 0.0000 | 0.00 | |
| 1.0000 | 40.68 | |
| 0.9518 | 0.00 | |
| 2.0966 | 7.44 |
Estimation Period:
Jan 7, 2026 to Jun 18, 2026
Jan 7, 2026 to Jun 18, 2026
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