Brandywineglobal Dynamic US Large Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.41% (+3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4639 | 6.32 | |
| 0.1453 | 2.57 | |
| 0.6610 | 6.19 | |
| 0.4995 | 2.80 | |
| -0.5847 | -2.63 |
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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