Avantis Emerging Markets Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.15% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1400 | 8.82 | |
| 0.0273 | 3.33 | |
| 0.7739 | 39.91 | |
| 0.1309 | 6.33 |
Estimation Period:
Sep 30, 2021 to Feb 13, 2026
Sep 30, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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