Brandywineglobal Dynamic US Large Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.69% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6010 | 6.45 | |
| 0.1310 | 2.40 | |
| 0.6569 | 5.38 | |
| 0.8642 | 3.15 | |
| -1.5070 | -2.62 |
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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