Alpha Architect US Quantitative Momentum ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.10% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 12.56 | |
| 0.1232 | 31.34 | |
| 0.8384 | 195.88 | |
| 0.4919 | 12.81 |
Estimation Period:
Dec 2, 2015 to Feb 13, 2026
Dec 2, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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