Avantis Responsible US Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.65% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5248 | 6.79 | |
| 0.0828 | 2.27 | |
| 0.8684 | 17.47 | |
| 0.1585 | 2.39 |
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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