Vanguard S&P Small-Cap 600 Value ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.53% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 20.09 | |
| 0.0613 | 24.77 | |
| 0.9387 | 437.44 | |
| 0.7538 | 22.40 | |
| 1.0555 | 22.28 |
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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