V-Lab
BrandywineGLOBAL - Global Income Opportunities Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:11.63% (-0.05%)
Analysis last updated: Thursday, May 2, 2024 at 10:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 17.99 | |
| 0.0507 | 11.45 | |
| 0.8848 | 241.49 | |
| 0.0835 | 8.97 |
Estimation Period:
Mar 28, 2012 to Apr 26, 2024
Mar 28, 2012 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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