Avantis ALL International Makts Value GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.63% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2326 | 8.56 | |
| 0.0289 | 2.28 | |
| 0.5434 | 11.97 | |
| 0.2590 | 2.73 |
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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