Alpha Architect 1-3 Month Box ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
0.47%
unchanged at 0.00%
1 Week
0.60%
increased by 0.13%
1 Month
0.65%
increased by 0.18%
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 | 26.73 | |
| 0.0000 | 0.00 | |
| 0.0048 | 1.92 | |
| 0.9923 | 6.03 |
Estimation Period:
Dec 28, 2022 to Jul 2, 2026
Dec 28, 2022 to Jul 2, 2026
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