Avantis Responsible US Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.74% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2684 | 5.19 | |
| 0.0718 | 12.11 | |
| 0.9817 | 305.73 | |
| 7.5151 | 2.36 |
Estimation Period:
Mar 17, 2022 to Feb 13, 2026
Mar 17, 2022 to Feb 13, 2026
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