Avantis Moderate Allocation EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.45% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0822 | -4.22 | |
| 0.1264 | 4.31 | |
| 0.9057 | 53.62 | |
| -0.1308 | -5.94 |
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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