V-Lab
BrandywineGLOBAL - Global Income Opportunities Fund Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:12.97% (+1.29%)
Analysis last updated: Wednesday, May 1, 2024 at 10:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8118 | 5.93 | |
| 0.1018 | 23.88 | |
| 0.9735 | 207.12 | |
| 5 | 8.92 |
Estimation Period:
Mar 28, 2012 to Apr 26, 2024
Mar 28, 2012 to Apr 26, 2024
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