Brandes US Small-Mid C V ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.59% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0051 | 0.23 | |
| 0.0780 | 4.97 | |
| 0.9651 | 87.99 | |
| -0.1134 | -6.13 |
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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