Avantis US Small Cap Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.17% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1129 | 12.04 | |
| 0.0702 | 1.85 | |
| 0.7047 | 4.64 | |
| 0.0194 | 0.52 |
Estimation Period:
Jan 13, 2022 to Feb 13, 2026
Jan 13, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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