Alpha Architect US Quantitative Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.72% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0367 | 4.29 | |
| 0.1011 | 20.94 | |
| 0.9845 | 237.58 | |
| 6.7513 | 5.10 |
Estimation Period:
Dec 2, 2015 to Feb 13, 2026
Dec 2, 2015 to Feb 13, 2026
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