Brandywineglobal Dynamic US Large Cap Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.35% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 6.23 | |
| 0.0000 | 0.00 | |
| 0.8921 | 104.43 | |
| 0.1302 | 6.02 |
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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