V-Lab: BrandywineGLOBAL - Global Income Opportunities Fund Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

BrandywineGLOBAL - Global Income Opportunities Fund Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:12.91% (-0.20%)

Analysis last updated: Monday, April 29, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6785	3.83
$α$	0.1235	5.98
$β$	0.8369	38.07
$γ_{1}$	-0.1318	-3.19
$γ_{2}$	0.2171	3.91
$γ_{3}$	-0.1230	-4.57

Estimation Period:
Mar 28, 2012 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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