Avantis US Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.43% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8946 | 4.84 | |
| 0.1494 | 5.46 | |
| 0.8169 | 25.98 | |
| -0.0023 | -0.30 |
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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