V-Lab
V-Lab

BrandywineGLOBAL - Global Income Opportunities Fund Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:0.91% (-10.51%)

Analysis last updated: Thursday, May 16, 2024 at 09:47 PM UTC

Date Range:

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graph of BrandywineGLOBAL - Global Income Opportunities Fund Inc MF2-GARCH
paramt-stat
m26
α0.75007499900.00
β0.0000100.00
γ0.50005000000.00
λ10.68976896860.00
λ20.0000100.00
λ30.0000100.00
Estimation Period:
Mar 28, 2012 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts