Vanguard S&P Small-Cap 600 ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.48% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 22.92 | |
| 0.0666 | 27.71 | |
| 0.9281 | 376.67 | |
| 0.8423 | 26.29 | |
| 0.9180 | 24.53 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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