Vanguard Small-Cap ETF APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.53% (+3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 30.32 | |
| 0.0805 | 37.20 | |
| 0.9165 | 415.44 | |
| 0.8888 | 34.87 | |
| 0.8816 | 33.96 |
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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