Avantis US Large Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.13% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1755 | 6.78 | |
| 0.0762 | 14.26 | |
| 0.9791 | 287.71 | |
| 8.3379 | 2.38 |
Estimation Period:
Sep 23, 2021 to Feb 13, 2026
Sep 23, 2021 to Feb 13, 2026
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