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	param	t-stat
$ω$	0.0353	6.21
$α$	0.4618	11.63
$β$	0.5382	19.65
$γ$	0.1861	4.32
$δ$	0.7847	11.29

V-Lab

Alpha Architect Tail Risk APARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.58% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alpha Architect Tail Risk Analyses