Avantis U.S. MID CAP VAL ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:15.28% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8920 | 111.99 | |
| 0.1640 | 15.43 | |
| 1.3115 | 0.06 | |
| 0.2893 | 0.06 | |
| 0.0000 | 0.00 |
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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