Avantis US LG CAP Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.52% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8618 | 4.48 | |
| 0.0836 | 7.49 | |
| 0.9487 | 118.78 | |
| 5.3184 | 1.88 |
Estimation Period:
Sep 28, 2023 to Feb 13, 2026
Sep 28, 2023 to Feb 13, 2026
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