Avantis U.S. Small Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.83% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6686 | 7.72 | |
| 0.0999 | 12.81 | |
| 0.9616 | 152.93 | |
| 8.4094 | 2.22 |
Estimation Period:
Sep 26, 2019 to Feb 13, 2026
Sep 26, 2019 to Feb 13, 2026
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