Vanguard Consumer Discretionary ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.70% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 26.17 | |
| 0.0936 | 29.10 | |
| 0.9014 | 319.88 | |
| 0.5321 | 15.76 | |
| 1.2395 | 33.40 |
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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