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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0005	14.65***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.4038	10.03***
γ leverage Additional response to negative shocks	1.0000	6.41***

V-Lab

Alpha Architect 1-3 Month Box ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Alpha Architect 1-3 Month Box ETF Analyses