Avantis US Quality ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.05% (-2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1068 | -3.55 | |
| 0.0837 | 12.66 | |
| 0.6061 | 56.15 | |
| 2.2504 | 15.39 |
Estimation Period:
Mar 27, 2025 to Feb 13, 2026
Mar 27, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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