Alpha Architect Tail Risk MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.55% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 5.81 | |
| 0.3162 | 6.84 | |
| 0.5042 | 9.64 |
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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