Alpha Architect US Equity 2 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.72%
decreased by 0.01%
1 Week
14.72%
decreased by 0.01%
1 Month
14.72%
decreased by 0.01%
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 | |
|---|---|---|
| 0.8875 | 3.36 | |
| 0.0006 | 0.01 | |
| 0.8063 | 0.32 | |
| -1.1211 | -0.44 |
Estimation Period:
Dec 10, 2025 to Jun 5, 2026
Dec 10, 2025 to Jun 5, 2026
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