Alpha Architect US Quantitative Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.52% (+2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0326 | 9.48 | |
| 0.8785 | 232.76 | |
| 0.1193 | 23.74 | |
| 0.0036 | 5.33 | |
| 0.0068 | 11.61 | |
| 0.9914 | 1,045.73 |
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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