Avantis Credit ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.63% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.01 | |
| 0.6479 | 117.22 | |
| 0.5000 | 184.30 | |
| 0.0054 | 2.22 | |
| 0.4473 | 1.79 | |
| 0.5527 | 2.13 |
Estimation Period:
Apr 18, 2025 to Feb 13, 2026
Apr 18, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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