Avantis US LG CAP Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.00% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7666 | 4.83 | |
| 0.1170 | 2.20 | |
| 0.8191 | 10.47 | |
| -0.1736 | -0.51 |
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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