Alpha Architect US Equit ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.74% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2013 | 6.18 | |
| 0.0000 | 0.00 | |
| 0.5314 | 7.97 | |
| 0.2645 | 2.90 |
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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