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	param	t-stat
$ω$	0.1283	8.14
$α$	0.0000	0.00
$β$	0.7295	30.75
$γ$	0.1947	4.06

V-Lab

Brandes U.S. Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:16.48% (-1.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Brandes U.S. Value ETF Analyses