Brandes U.S. Value ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.02% (+4.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1471 | 8.32 | |
| 0.1502 | 8.18 | |
| 0.6449 | 18.26 |
Estimation Period:
Oct 5, 2023 to Feb 6, 2026
Oct 5, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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