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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0009	3.77***
α ARCH Response to squared shocks	0.0085	6.71***
β GARCH Volatility persistence	0.9949	198.22***
ν DF Student-t tail thickness	9.2878	0.37

V-Lab

Alpha Architect 1-3 Month Box ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Alpha Architect 1-3 Month Box ETF Analyses