Brandywineglob US FIX IN ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.43% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1656 | 4.91 | |
| 0.0644 | 2.32 | |
| 0.8953 | 16.40 | |
| -1.2067 | -2.61 | |
| 1.9139 | 3.21 |
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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