Avantis Credit ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:1.43% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0239 | 1.88 | |
| 0.9750 | 47.02 | |
| -0.0139 | -0.75 |
Estimation Period:
Apr 18, 2025 to Feb 20, 2026
Apr 18, 2025 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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