Vanguard FTSE Pacific ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.21% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 27.49 | |
| 0.0925 | 34.37 | |
| 0.9011 | 361.74 | |
| 0.6130 | 22.99 | |
| 1.0816 | 30.22 |
Estimation Period:
Mar 10, 2005 to Feb 6, 2026
Mar 10, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard FTSE Pacific ETF Analyses
Other APARCH Analyses on ETFs