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	param	t-stat
$ω$	0.0355	7.72
$α$	0.0000	0.00
$β$	0.9025	186.08
$γ$	0.1381	9.74

V-Lab

Avantis US Large Cap Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:12.85% (-0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Avantis US Large Cap Value ETF Analyses