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	param	t-stat
$ω$	0.1038	10.99
$α$	0.0274	7.99
$β$	0.8769	163.00
$γ$	0.1235	9.24

V-Lab

Avantis U.S. Small Cap Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:20.64% (-0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Avantis U.S. Small Cap Value ETF Analyses