Vanguard Materials ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.28% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 21.33 | |
| 0.0757 | 26.71 | |
| 0.9144 | 331.29 | |
| 0.6603 | 16.29 | |
| 1.2001 | 32.11 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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