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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4783	13.64***
α ARCH Response to squared shocks	0.0303	0.39
β GARCH Volatility persistence	0.3938	0.44

V-Lab

Alpha Architect 1-3 Month Box ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Alpha Architect 1-3 Month Box ETF Analyses