Alpha Architect International Quantitative Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.16% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8275 | 4.64 | |
| 0.1203 | 5.85 | |
| 0.8488 | 38.30 | |
| -0.0053 | -0.55 |
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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