Alpha Architect Global Factor Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.05% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7188 | 7.73 | |
| 0.1504 | 5.51 | |
| 0.7503 | 18.20 | |
| -0.0138 | -1.34 |
Estimation Period:
May 4, 2017 to Feb 6, 2026
May 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Alpha Architect Global Factor Equity ETF Analyses
Other Spline-GARCH Analyses on ETFs