Brandes US Small-Mid C V ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.98% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1094 | 5.35 | |
| 0.1520 | 2.24 | |
| 0.5220 | 2.34 | |
| 1.2118 | 2.13 | |
| -2.4741 | -2.12 |
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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