Alpha Architect International Quantitative Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.54% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2887 | 9.61 | |
| 0.0927 | 23.85 | |
| 0.9739 | 345.96 | |
| 7.9501 | 3.72 |
Estimation Period:
Dec 17, 2014 to Feb 13, 2026
Dec 17, 2014 to Feb 13, 2026
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