Alpha Architect International Quantitative Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.11% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0341 | 13.93 | |
| 0.0188 | 3.96 | |
| 0.8804 | 235.85 | |
| 0.1507 | 13.45 |
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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