Dimensional Emerging Markets High Profitability EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.33% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 2.06 | |
| 0.1507 | 11.96 | |
| 0.9518 | 147.63 | |
| -0.0755 | -7.28 |
Estimation Period:
Apr 27, 2022 to Feb 6, 2026
Apr 27, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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