Alpha Architect 1-3 Month Box ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
0.43%
unchanged at 0.00%
1 Week
0.53%
increased by 0.10%
1 Month
0.55%
increased by 0.12%
Analysis last updated: Tuesday, July 7, 2026 at 09:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -5.0000 | -11.55 | |
| 0.0912 | 2.59 | |
| 0.2538 | 4.26 | |
| -0.3972 | -16.57 |
Estimation Period:
Dec 28, 2022 to Jul 2, 2026
Dec 28, 2022 to Jul 2, 2026
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