Alpha Architect US Quantitative Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.52% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6034 | 6.20 | |
| 0.1276 | 6.64 | |
| 0.8169 | 31.41 | |
| -0.0287 | -2.94 |
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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