Brandes US Small-Mid C V ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.24% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8618 | 7.23 | |
| 0.1120 | 1.69 | |
| 0.6943 | 6.31 | |
| -0.0463 | -0.81 |
Estimation Period:
Oct 6, 2023 to Feb 13, 2026
Oct 6, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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