Alpha Architect Global Factor Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.87% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0773 | 18.18 | |
| 0.0219 | 3.24 | |
| 0.7772 | 98.27 | |
| 0.2113 | 12.44 |
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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