Avantis Emerging Markets Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.42% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0480 | 8.75 | |
| 0.0675 | 7.74 | |
| 0.9246 | 93.07 | |
| 6.7510 | 1.28 |
Estimation Period:
Sep 30, 2021 to Feb 13, 2026
Sep 30, 2021 to Feb 13, 2026
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