Vanguard Canadian S-T CP ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.96% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 2.99 | |
| 0.0666 | 19.34 | |
| 0.8781 | 142.23 | |
| -0.0137 | -0.70 | |
| 2.6670 | 14.31 |
Estimation Period:
Nov 8, 2012 to Feb 13, 2026
Nov 8, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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