Brandywineglobal Dynamic US Large Cap Value ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.44% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0660 | 9.40 | |
| 0.1127 | 10.07 | |
| 0.8012 | 49.44 |
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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