Alpha Architect Tail Risk Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.71% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4538 | 1.43 | |
| 0.7041 | 4.88 | |
| 0.2524 | 2.83 | |
| 1.3734 | 2.87 | |
| -1.4542 | -2.47 |
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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