Alpha Architect High Inflation And Deflation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.57% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 6.75 | |
| 0.1664 | 9.25 | |
| 0.8368 | 64.02 | |
| -0.0064 | -0.18 |
Estimation Period:
Nov 17, 2022 to Feb 6, 2026
Nov 17, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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