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	param	t-stat
$ω$	0.1548	5.59
$α$	0.0005	0.17
$β$	0.8876	64.54
$γ$	0.0726	3.59

V-Lab

Avantis US Small Cap Equity ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:20.80% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Avantis US Small Cap Equity ETF Analyses