Alpha Architect US Quantitative Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.93% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8226 | 5.35 | |
| 0.1153 | 7.11 | |
| 0.8574 | 48.22 | |
| -0.0038 | -0.43 |
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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