Avantis International Small Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.92% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3148 | 7.62 | |
| 0.0872 | 16.75 | |
| 0.9670 | 212.11 | |
| 7.3239 | 2.54 |
Estimation Period:
Sep 26, 2019 to Feb 13, 2026
Sep 26, 2019 to Feb 13, 2026
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