Alpha Architect US Equit ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.59% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4332 | 2.85 | |
| 0.0665 | 2.55 | |
| 0.1819 | 0.68 |
Estimation Period:
Jul 23, 2025 to Feb 6, 2026
Jul 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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