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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.6952	14.24
$γ$	0.1971	9.22
$λ_{1}$	0.7353	0.10
$λ_{2}$	0.1544	0.13
$λ_{3}$	0.0000	0.00

V-Lab

Brandes U.S. Value ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 18th, 2026:15.86% (-1.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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