Alpha Architect International Quantitative Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.03% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6092 | 6.53 | |
| 0.0761 | 23.26 | |
| 0.9770 | 222.75 | |
| 5.1490 | 7.08 |
Estimation Period:
Dec 23, 2015 to Feb 6, 2026
Dec 23, 2015 to Feb 6, 2026
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