Alpha Architect International Quantitative Value ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.76% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 1.65 | |
| 0.1471 | 19.56 | |
| 0.9718 | 441.93 | |
| -0.1269 | -21.19 |
Estimation Period:
Dec 17, 2014 to Feb 6, 2026
Dec 17, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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