Brandywineglob US FIX IN ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.95% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1301 | 8.28 | |
| 0.6767 | 29.58 | |
| -0.0849 | -5.21 | |
| 0.0000 | 0.00 | |
| 0.9163 | 8.28 | |
| 0.0194 | 3.45 |
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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