Vanguard ALL Equity ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.66% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 18.04 | |
| 0.1032 | 11.96 | |
| 0.8711 | 122.07 | |
| 1.0000 | 10.92 | |
| 0.9921 | 18.45 |
Estimation Period:
Feb 5, 2019 to Feb 6, 2026
Feb 5, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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