Alpha Architect US Equit ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.74% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9660 | 3.28 | |
| 0.0208 | 0.25 | |
| 0.0000 | 0.00 | |
| 104.9464 | 3.47 | |
| -165.0108 | -3.47 | |
| 133.5384 | 2.98 |
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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