Vanguard FTSE Europe ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.39% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 23.02 | |
| 0.0946 | 21.32 | |
| 0.9049 | 248.66 | |
| 0.5752 | 12.10 | |
| 1.1359 | 29.57 |
Estimation Period:
Mar 10, 2005 to Feb 6, 2026
Mar 10, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard FTSE Europe ETF Analyses
Other APARCH Analyses on ETFs