Avantis International Large Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.74% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0298 | 7.30 | |
| 0.0744 | 9.31 | |
| 0.9680 | 256.01 | |
| 9.2928 | 1.34 |
Estimation Period:
Sep 30, 2021 to Feb 13, 2026
Sep 30, 2021 to Feb 13, 2026
Other Avantis International Large Cap Value ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs