Avantis ALL International Markets EQ GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.19% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2259 | 8.08 | |
| 0.0144 | 1.26 | |
| 0.5646 | 12.23 | |
| 0.2559 | 2.81 |
Estimation Period:
Jun 29, 2023 to Feb 13, 2026
Jun 29, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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