Brandywineglobal Dynamic US Large Cap Value ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.66% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0100 | -1.01 | |
| 0.0781 | 7.11 | |
| 0.9632 | 152.05 | |
| -0.1283 | -10.96 |
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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