Vanguard Mid-Cap Value ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.46% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 28.06 | |
| 0.1069 | 31.42 | |
| 0.8850 | 276.48 | |
| 0.6457 | 20.38 | |
| 1.1774 | 34.18 |
Estimation Period:
Aug 25, 2006 to Feb 13, 2026
Aug 25, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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