Alpha Architect International Quantitative Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.83% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 2.61 | |
| 0.1301 | 8.80 | |
| 0.9347 | 233.98 | |
| -0.1242 | -12.16 |
Estimation Period:
Dec 23, 2015 to Feb 13, 2026
Dec 23, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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