Emerging Market Consumer ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.11% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 0.81 | |
| 0.2246 | 10.99 | |
| 0.8177 | 41.39 | |
| -0.1389 | -5.63 |
Estimation Period:
May 15, 2023 to Feb 13, 2026
May 15, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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