Alpha Architect US Equity 2 ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.27%
increased by 0.37%
1 Week
14.52%
decreased by 1.38%
1 Month
13.90%
decreased by 2.00%
Analysis last updated: Wednesday, June 10, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1851 | -3.23 | |
| -0.2623 | -6.34 | |
| 0.3718 | 6.30 | |
| -0.3186 | -5.85 |
Estimation Period:
Dec 10, 2025 to Jun 5, 2026
Dec 10, 2025 to Jun 5, 2026
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