Alpha Architect US Quantitative Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.12% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8371 | 7.07 | |
| 0.1145 | 7.11 | |
| 0.8584 | 48.88 | |
| -0.0023 | -1.11 |
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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