Brandes US Small-Mid C V ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.68% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9571 | 11.38 | |
| 0.0703 | 7.69 | |
| 0.8921 | 65.85 | |
| 7.4646 | 0.90 |
Estimation Period:
Oct 6, 2023 to Feb 13, 2026
Oct 6, 2023 to Feb 13, 2026
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