Avantis Emerging Markets Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.50% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 12.04 | |
| 0.0179 | 2.92 | |
| 0.8726 | 153.81 | |
| 0.1285 | 8.31 |
Estimation Period:
Sep 19, 2019 to Feb 13, 2026
Sep 19, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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