Avantis Responsible US Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.02% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2577 | 6.22 | |
| 0.0840 | 2.51 | |
| 0.8767 | 21.40 | |
| 0.0433 | 1.54 |
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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