Avantis Responsible US Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.32% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8697 | 67.03 | |
| 0.1558 | 15.99 | |
| 0.1042 | 0.62 | |
| 0.0000 | 0.00 | |
| 0.8874 | 5.76 |
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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