Avantis International Small Cap Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.98% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0077 | 1.16 | |
| 0.6592 | 36.87 | |
| 0.2596 | 19.63 | |
| 0.0395 | 2.13 | |
| 0.0573 | 2.86 | |
| 0.9093 | 28.31 |
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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