Avantis U.S. MID CAP EQT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.40% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 3.21 | |
| 0.0000 | 0.00 | |
| 0.8876 | 64.48 | |
| 0.1206 | 3.60 |
Estimation Period:
Nov 9, 2023 to Feb 13, 2026
Nov 9, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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