V-Lab
BrandywineGLOBAL - Global Income Opportunities Fund Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:12.09% (-0.89%)
Analysis last updated: Thursday, May 16, 2024 at 09:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8158 | 5.97 | |
| 0.1024 | 23.84 | |
| 0.9734 | 207.95 | |
| 5 | 8.90 |
Estimation Period:
Mar 28, 2012 to May 10, 2024
Mar 28, 2012 to May 10, 2024
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