Avantis US Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.60% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 3.02 | |
| 0.2054 | 10.78 | |
| 0.9568 | 248.38 | |
| -0.1297 | -8.65 |
Estimation Period:
Sep 26, 2019 to Feb 13, 2026
Sep 26, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Avantis US Equity ETF Analyses
Other EGARCH Analyses on ETFs