Vanguard US Quality Factor ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.49% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 17.41 | |
| 0.0826 | 25.03 | |
| 0.9174 | 246.16 | |
| 0.9748 | 24.62 | |
| 0.8386 | 20.17 |
Estimation Period:
Feb 15, 2018 to Feb 6, 2026
Feb 15, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard US Quality Factor ETF Analyses
Other APARCH Analyses on ETFs