Alpha Architect International Quantitative Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.24% (+2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0002 | 0.05 | |
| 0.7721 | 55.90 | |
| 0.1932 | 22.60 | |
| 0.0183 | 1.81 | |
| 0.0758 | 2.78 | |
| 0.9101 | 29.08 |
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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