Avantis Moderate Allocation AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:9.13% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 4.90 | |
| 0.0765 | 7.56 | |
| 0.8013 | 46.26 | |
| 0.5661 | 11.85 |
Estimation Period:
Jun 29, 2023 to Feb 13, 2026
Jun 29, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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