Avantis US Small Cap Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.97% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2100 | 3.95 | |
| 0.0000 | 0.00 | |
| -0.0649 | -1.99 | |
| 0.7024 | 0.19 | |
| 0.1765 | 0.20 | |
| 0.4482 | 0.17 |
Estimation Period:
Jan 13, 2022 to Feb 20, 2026
Jan 13, 2022 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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