Alpha Architect US Quantitative Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.46% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0000 | 0.00 | |
| 0.8360 | 97.22 | |
| 0.1626 | 18.81 | |
| 0.0374 | 1.85 | |
| 0.0454 | 1.60 | |
| 0.9385 | 25.38 |
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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