Avantis Responsible Emerging Markets Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.32% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0690 | 8.20 | |
| 0.0094 | 1.57 | |
| 0.8706 | 82.76 | |
| 0.1212 | 6.68 |
Estimation Period:
Mar 30, 2022 to Feb 13, 2026
Mar 30, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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