Avantis U.S. MID CAP VAL ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.63% (-4.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3567 | 2.78 | |
| 0.2803 | 2.43 | |
| 0.0000 | 0.00 | |
| 10.6768 | 0.99 | |
| -6.2582 | -0.43 | |
| -16.1148 | -1.87 | |
| 31.0908 | 3.38 | |
| -43.8456 | -3.51 | |
| 41.1694 | 2.80 | |
| -24.0247 | -1.41 |
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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