Brandywineglob US FIX IN ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.02% (+1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0010 | -2.56 | |
| 0.0436 | 15.37 | |
| 0.9570 | 341.53 | |
| -0.1015 | -2.30 |
Estimation Period:
Jul 27, 2023 to Feb 6, 2026
Jul 27, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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