Alpha Architect International Quantitative Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.27% (-16.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.7464 | 7,464,290.00 | |
| 0.0036 | 35,710.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.6055 | 9.79 | |
| 0.0495 | 9.97 | |
| 0.0000 | 0.00 |
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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