Avantis US Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.88% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 9.43 | |
| 0.0338 | 2.39 | |
| 0.8440 | 90.13 | |
| 0.1860 | 8.13 |
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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