Alpha Architect US Quantitative Value ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.34% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 4.55 | |
| 0.1559 | 25.58 | |
| 0.9781 | 592.45 | |
| -0.0880 | -18.94 |
Estimation Period:
Oct 22, 2014 to Feb 6, 2026
Oct 22, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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