Avantis Inflation Focused Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.12% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0526 | 5.39 | |
| 0.0285 | 3.53 | |
| 0.8136 | 33.58 | |
| 0.1538 | 2.49 |
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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