Alpha Architect US Quantitative Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.83% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6654 | 10.57 | |
| 0.0987 | 19.07 | |
| 0.9758 | 396.67 | |
| 11.0831 | 2.42 |
Estimation Period:
Oct 22, 2014 to Feb 13, 2026
Oct 22, 2014 to Feb 13, 2026
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