Alpha Architect High Inflation And Deflation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.52% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2631 | 4.36 | |
| 0.1463 | 2.87 | |
| 0.6979 | 5.63 | |
| 8.9992 | 3.27 | |
| -10.6232 | -2.61 | |
| 2.7942 | 0.99 | |
| -7.5720 | -2.01 | |
| 19.4573 | 3.81 |
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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