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	param	t-stat
$ω$	0.0457	18.94
$α$	0.1017	23.62
$β$	0.8854	184.62
$γ$	0.7943	17.57
$δ$	0.9753	21.50

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Vanguard US Multifactor ETF APARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:11.81% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Multifactor ETF Analyses