Avantis Real Estate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.12% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6284 | 7.42 | |
| 0.0794 | 1.85 | |
| 0.6928 | 3.98 | |
| -1.1572 | -3.73 | |
| 1.5728 | 3.12 | |
| -0.8880 | -1.75 |
Estimation Period:
Sep 30, 2021 to Feb 13, 2026
Sep 30, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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