Avantis US Small Cap Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.25% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0199 | 7.89 | |
| 0.0404 | 5.74 | |
| 0.9459 | 103.00 | |
| 7.4625 | 0.78 |
Estimation Period:
Jan 13, 2022 to Feb 13, 2026
Jan 13, 2022 to Feb 13, 2026
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