abrdn Emerging Markets ex China Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.04% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0964 | 24.48 | |
| 0.0718 | 19.43 | |
| 0.8545 | 282.38 | |
| 0.0774 | 9.96 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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