Avantis US LG CAP Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:15.24% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8505 | 59.96 | |
| 0.2228 | 17.24 | |
| 1.2293 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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