Avantis US Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.65% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 2.81 | |
| 0.1576 | 14.40 | |
| 0.8025 | 67.68 | |
| 0.5366 | 8.46 |
Estimation Period:
Sep 26, 2019 to Feb 13, 2026
Sep 26, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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