Brandywineglob US FIX IN ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.18% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3707 | 7.45 | |
| 0.0684 | 20.37 | |
| 0.9990 | 3,606.50 | |
| 10.3088 | 2.43 |
Estimation Period:
Jul 27, 2023 to Feb 13, 2026
Jul 27, 2023 to Feb 13, 2026
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