Avantis INT Small CAP EQ ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.71% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0181 | -0.93 | |
| 0.2042 | 8.41 | |
| 0.8482 | 48.33 | |
| -0.1739 | -5.20 |
Estimation Period:
Jul 20, 2023 to Feb 13, 2026
Jul 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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