Brandes U.S. Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.09% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7005 | 5.58 | |
| 0.1478 | 2.20 | |
| 0.6489 | 4.78 | |
| -0.2118 | -0.78 |
Estimation Period:
Oct 5, 2023 to Feb 13, 2026
Oct 5, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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