Avantis Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.64% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5319 | 5.95 | |
| 0.0945 | 1.72 | |
| 0.6068 | 2.90 | |
| -2.2139 | -4.25 | |
| 2.7370 | 3.80 | |
| -0.7562 | -1.87 | |
| 0.4323 | 1.57 |
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 Zero Slope Spline-GARCH Analyses on ETFs