Emerging Market Consumer ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:16.03% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9205 | 9.20 | |
| 0.1415 | 2.06 | |
| 0.6571 | 5.98 | |
| -0.0197 | -0.57 |
Estimation Period:
May 15, 2023 to Feb 27, 2026
May 15, 2023 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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