Vanguard S T TAX EX Bond ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.42% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 1.47 | |
| 0.1342 | 7.45 | |
| 0.5396 | 16.28 | |
| -0.2790 | -10.43 | |
| 3.0000 | 9.95 |
Estimation Period:
Mar 9, 2023 to Feb 6, 2026
Mar 9, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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