Avantis Responsible International Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:13.96% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 7.19 | |
| 0.0051 | 0.99 | |
| 0.8822 | 124.77 | |
| 0.1531 | 6.91 |
Estimation Period:
Mar 17, 2022 to Feb 13, 2026
Mar 17, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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