Alpha Architect US Equity 2 ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.01%
decreased by 0.95%
1 Week
16.37%
decreased by 1.59%
1 Month
15.21%
decreased by 2.75%
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 | |
|---|---|---|
| 0.1161 | 2.33 | |
| 0.0000 | 0.00 | |
| 0.7866 | 10.97 | |
| 0.1404 | 2.43 |
Estimation Period:
Dec 10, 2025 to Jun 5, 2026
Dec 10, 2025 to Jun 5, 2026
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