Avantis Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.08% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 6.71 | |
| 0.0041 | 1.31 | |
| 0.9450 | 226.25 | |
| 0.0644 | 7.28 |
Estimation Period:
Sep 30, 2021 to Feb 13, 2026
Sep 30, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Avantis Real Estate ETF Analyses
Other GJR-GARCH Analyses on ETFs