Dimensional EMG MKT EX CH EQ GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.44% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2713 | 9.17 | |
| 0.0000 | 0.00 | |
| 0.5131 | 11.77 | |
| 0.3899 | 3.75 |
Estimation Period:
Nov 14, 2024 to Feb 6, 2026
Nov 14, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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