Avantis Moderate Allocation GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:9.51% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3813 | 7.95 | |
| 0.0683 | 5.02 | |
| 0.8714 | 58.68 | |
| 6.0530 | 0.83 |
Estimation Period:
Jun 29, 2023 to Feb 13, 2026
Jun 29, 2023 to Feb 13, 2026
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