Avantis Emerging Markets Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.74% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0296 | 2.57 | |
| 0.4422 | 9.28 | |
| 0.1971 | 8.30 | |
| 0.2341 | 0.24 | |
| 0.1563 | 0.23 | |
| 0.5972 | 0.37 |
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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