BrandywineGLOBAL - Global Income Opportunities Fund Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.95% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7708 | 6.59 | |
| 0.1022 | 23.69 | |
| 0.9699 | 202.39 | |
| 4.8594 | 8.25 |
Estimation Period:
Mar 28, 2012 to Feb 20, 2026
Mar 28, 2012 to Feb 20, 2026
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