Dimensional EMG MKT EX CH EQ MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.59% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.01 | |
| 0.4910 | 45.45 | |
| 0.2712 | 63.29 | |
| 0.0413 | 1.64 | |
| 0.3965 | 14.62 | |
| 0.6035 | 4.43 |
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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