Alpha Architect International Quantitative Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.06% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0807 | 12.59 | |
| 0.0354 | 4.06 | |
| 0.8482 | 139.48 | |
| 0.1219 | 6.79 |
Estimation Period:
Dec 23, 2015 to Feb 6, 2026
Dec 23, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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