Alpha Architect Tail Risk Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.99% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 18.63 | |
| 0.7467 | 7.88 | |
| 0.0044 | 1.18 | |
| -0.4450 | -3.24 |
Estimation Period:
Mar 7, 2023 to Feb 13, 2026
Mar 7, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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