Avantis US LG CAP Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.23% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8131 | 5.74 | |
| 0.1171 | 2.25 | |
| 0.8212 | 10.65 | |
| -0.0673 | -0.92 |
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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