Avantis US LG CAP Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.66% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 6.16 | |
| 0.0000 | 0.00 | |
| 0.8531 | 59.46 | |
| 0.2034 | 7.04 |
Estimation Period:
Sep 28, 2023 to Feb 13, 2026
Sep 28, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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