Avantis U.S. MID CAP VAL ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.82% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2399 | 4.16 | |
| 0.0633 | 4.80 | |
| 0.9349 | 106.86 | |
| 5.1703 | 1.13 |
Estimation Period:
Nov 9, 2023 to Feb 13, 2026
Nov 9, 2023 to Feb 13, 2026
Other Avantis U.S. MID CAP VAL ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs