Avantis All Equity Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.04% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0471 | 6.93 | |
| 0.0000 | 0.00 | |
| 0.8673 | 84.43 | |
| 0.1600 | 5.85 |
Estimation Period:
Sep 29, 2022 to Feb 13, 2026
Sep 29, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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