Vanguard Extended Market ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.29% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 32.39 | |
| 0.0773 | 32.96 | |
| 0.9123 | 438.60 | |
| 0.7943 | 27.45 | |
| 1.1040 | 36.00 |
Estimation Period:
Jan 4, 2002 to Feb 6, 2026
Jan 4, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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