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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.8063	13.96
$β$	0.1128	23.49
$γ$	0.1604	1.45
$λ_{1}$	6.2920	1.52
$λ_{2}$	0.2755	1.31
$λ_{3}$	0.0000	0.00

V-Lab

Alpha Architect Tail Risk MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.46% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alpha Architect Tail Risk Analyses