Avantis ALL Equity MKT Value GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.33% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1408 | 7.68 | |
| 0.0000 | 0.00 | |
| 0.7447 | 30.91 | |
| 0.1683 | 3.25 |
Estimation Period:
Jun 29, 2023 to Feb 13, 2026
Jun 29, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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