Brandywineglobal Dynamic US Large Cap Value ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.59% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 4.89 | |
| 0.0751 | 10.65 | |
| 0.8445 | 109.63 | |
| 0.7030 | 11.06 |
Estimation Period:
Oct 31, 2022 to Feb 6, 2026
Oct 31, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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