Desjardins EMG MK EQ IDX ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.64% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2802 | 9.04 | |
| 0.0000 | 0.00 | |
| 0.5368 | 15.50 | |
| 0.4402 | 3.06 |
Estimation Period:
Feb 27, 2025 to Feb 6, 2026
Feb 27, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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