Alpha Architect 1-3 Month Box ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
0.45%
unchanged at 0.00%
1 Week
0.45%
unchanged at 0.00%
1 Month
0.45%
unchanged at 0.00%
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 | |
|---|---|---|
| 0.0009 | 3.40 | |
| 0.0088 | 5.01 | |
| 0.9947 | 319.11 | |
| 6.9869 | 0.67 |
Estimation Period:
Dec 28, 2022 to Jul 2, 2026
Dec 28, 2022 to Jul 2, 2026
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