Alpha Architect Global Factor Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.14% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8685 | 10.56 | |
| 0.1094 | 17.79 | |
| 0.9550 | 198.80 | |
| 7.9152 | 3.17 |
Estimation Period:
May 4, 2017 to Feb 6, 2026
May 4, 2017 to Feb 6, 2026
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