Alpha Architect US Equit ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.23% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9953 | 4.34 | |
| 0.0651 | 0.61 | |
| 0.1732 | 0.15 | |
| -0.0349 | -0.02 |
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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