Avantis International Small Cap Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.25% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0695 | 13.18 | |
| 0.0440 | 5.12 | |
| 0.8273 | 94.28 | |
| 0.1681 | 7.00 |
Estimation Period:
Sep 26, 2019 to Feb 13, 2026
Sep 26, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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