Brandywineglobal Dynamic US Large Cap Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.15% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7285 | 20.77 | |
| 0.1489 | 13.51 | |
| 0.4022 | 0.41 | |
| 0.4151 | 2.58 | |
| 0.0000 | 0.00 |
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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