Avantis International Large Cap Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.74% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0683 | 10.08 | |
| 0.0106 | 1.75 | |
| 0.8277 | 83.47 | |
| 0.2132 | 7.62 |
Estimation Period:
Sep 30, 2021 to Feb 13, 2026
Sep 30, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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