Vanguard Small-Cap Value ETF APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.05% (+3.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 28.27 | |
| 0.0824 | 35.38 | |
| 0.9121 | 414.04 | |
| 0.7575 | 27.17 | |
| 1.0910 | 34.63 |
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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