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	param	t-stat
$ω$	0.0017	9.17
$α$	0.7684	11.59
$β$	0.4414	21.94
$γ$	0.0396	14.41

V-Lab

Alpha Architect Tail Risk AGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:6.63% (+4.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alpha Architect Tail Risk Analyses