Alpha Architect US Quantitative Momentum ETF Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.19% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1209 | 9.67 | |
| 0.2617 | 16.11 | |
| 0.7160 | 85.71 | |
| -0.0249 | -1.08 |
Estimation Period:
Dec 2, 2015 to Feb 13, 2026
Dec 2, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Alpha Architect US Quantitative Momentum ETF Analyses
Other Asy. MEM Analyses on ETFs