Avantis INT Small CAP EQ ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:13.57% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2268 | 7.83 | |
| 0.0286 | 2.17 | |
| 0.5866 | 12.90 | |
| 0.2485 | 2.46 |
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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