Alpha Architect US Quantitative Value ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.74% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 17.03 | |
| 0.1134 | 28.35 | |
| 0.8610 | 198.19 |
Estimation Period:
Oct 22, 2014 to Feb 13, 2026
Oct 22, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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