Hartford Alpha Capture Value ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
11.09%
decreased by 0.14%
1 Week
11.48%
increased by 0.25%
1 Month
11.94%
increased by 0.71%
Analysis last updated: Tuesday, July 21, 2026 at 02:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 16, 2023 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1279 | 6.95*** |
α ARCH Response to squared shocks | 0.1380 | 5.28*** |
β GARCH Volatility persistence | 0.6445 | 14.02*** |
Persistence:
0.782
Half-life:
3 days
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