Alpha Architect Global Factor Equity ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.03% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 16.18 | |
| 0.1451 | 23.53 | |
| 0.7848 | 93.88 |
Estimation Period:
May 4, 2017 to Feb 6, 2026
May 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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