Avantis US Quality ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.34% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0788 | 3.40 | |
| 0.0000 | 0.00 | |
| 0.8425 | 24.08 | |
| 0.1424 | 2.72 |
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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