Brandes US Small-Mid C V ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.88% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0000 | 0.00 | |
| 0.8651 | 75.86 | |
| 0.1682 | 13.74 | |
| 0.9925 | 0.04 | |
| 0.2582 | 0.04 | |
| 0.0000 | 0.00 |
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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