Brandes US Small-Mid C V ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.10% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0762 | 5.00 | |
| 0.0000 | 0.00 | |
| 0.8625 | 52.22 | |
| 0.1306 | 3.38 |
Estimation Period:
Oct 6, 2023 to Feb 6, 2026
Oct 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Brandes US Small-Mid C V ETF Analyses
Other GJR-GARCH Analyses on ETFs