Alpha Architect Global Factor Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.04% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0038 | 0.58 | |
| 0.7741 | 95.62 | |
| 0.2180 | 22.92 | |
| 0.0034 | 1.59 | |
| 0.0209 | 4.42 | |
| 0.9756 | 140.48 |
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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