Alpha Architect Tail Risk GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.62% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 13.97 | |
| 0.5310 | 8.54 | |
| 0.4690 | 17.67 |
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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