Vanguard S&P500 Indx ETF CAD APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.47% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 18.18 | |
| 0.1181 | 14.55 | |
| 0.8642 | 97.29 | |
| 0.8958 | 10.47 | |
| 0.8551 | 18.40 |
Estimation Period:
Nov 8, 2012 to Feb 6, 2026
Nov 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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