Brandywineglobal Dynamic US Large Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.97% (+2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8338 | 7.70 | |
| 0.0903 | 11.21 | |
| 0.9535 | 143.88 | |
| 7.8536 | 1.79 |
Estimation Period:
Oct 31, 2022 to Feb 6, 2026
Oct 31, 2022 to Feb 6, 2026
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