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	param	t-stat
$ω$	0.0814	9.05
$α$	0.1148	9.84
$β$	0.7522	37.44
$γ$	0.4386	11.35

V-Lab

Brandes U.S. Value ETF AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:15.86% (-1.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Brandes U.S. Value ETF Analyses