Vanguard S&P 500 Index ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.57% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0493 | 24.03 | |
| 0.0851 | 2.87 | |
| 0.8686 | 181.07 | |
| 1.0000 | 1.80 | |
| 1.2038 | 29.28 |
Estimation Period:
Nov 8, 2012 to Feb 6, 2026
Nov 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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