Avantis US Large Cap Value ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.07% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 4.62 | |
| 0.0880 | 19.43 | |
| 0.8761 | 146.53 | |
| 0.5795 | 16.95 |
Estimation Period:
Sep 23, 2021 to Feb 20, 2026
Sep 23, 2021 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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