Alpha Architect US Equit ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.33% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5888 | 3.74 | |
| 0.0518 | 0.67 | |
| 0.5827 | 1.76 | |
| 5.5246 | 0.12 |
Estimation Period:
Jul 23, 2025 to Feb 6, 2026
Jul 23, 2025 to Feb 6, 2026
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