Brandywineglob US FIX IN ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.36% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3840 | 6.70 | |
| 0.0568 | 1.27 | |
| 0.6384 | 2.38 | |
| -0.3598 | -0.23 | |
| -1.1292 | -0.45 | |
| 4.5239 | 2.41 | |
| -10.9624 | -4.69 |
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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