Alpha Architect US Equit ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.51% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.4602 | 4,601,960.00 | |
| 0.2445 | 2,444,600.00 | |
| -0.4582 | -4,582,270.00 | |
| 0.0063 | 62,760.00 | |
| 0.0047 | 46,650.00 | |
| 0.0681 | 681,140.00 |
Estimation Period:
Jul 23, 2025 to Feb 13, 2026
Jul 23, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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