Vanguard FTSE Social Index Fund APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.47% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 27.36 | |
| 0.0773 | 15.86 | |
| 0.9095 | 274.43 | |
| 0.9264 | 9.45 | |
| 1.1676 | 40.06 |
Estimation Period:
Aug 7, 2000 to Feb 6, 2026
Aug 7, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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