Brandes US Small-Mid C V ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.57% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0752 | 7.54 | |
| 0.0804 | 6.91 | |
| 0.8282 | 49.79 | |
| 0.4746 | 12.55 |
Estimation Period:
Oct 6, 2023 to Feb 6, 2026
Oct 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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