Avantis U.S. Small Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.90% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8381 | 6.69 | |
| 0.1289 | 4.36 | |
| 0.8124 | 22.58 | |
| -0.0218 | -0.97 |
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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