Dimensional EMG MKT EX CH EQ Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.05% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6379 | 3.76 | |
| 0.1713 | 1.40 | |
| 0.4733 | 1.56 | |
| -7.4809 | -2.56 | |
| 14.8470 | 2.86 |
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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