Brandes U.S. Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.44% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6916 | 11.24 | |
| 0.0867 | 7.88 | |
| 0.8571 | 53.85 | |
| 6.9441 | 0.98 |
Estimation Period:
Oct 5, 2023 to Feb 13, 2026
Oct 5, 2023 to Feb 13, 2026
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