Avantis International Small Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:17.82% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9565 | 4.85 | |
| 0.1309 | 3.09 | |
| 0.8129 | 18.84 | |
| -0.0185 | -0.70 |
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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