Vanguard Russell 1000 Value APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.70% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 28.53 | |
| 0.1110 | 24.12 | |
| 0.8652 | 210.67 | |
| 0.8007 | 18.82 | |
| 1.2050 | 29.70 |
Estimation Period:
Sep 22, 2010 to Feb 6, 2026
Sep 22, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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