First TR Blmbrg Emrg MKT DEM GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.25% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3339 | 9.09 | |
| 0.0190 | 1.59 | |
| 0.6034 | 16.93 | |
| 0.2147 | 3.38 |
Estimation Period:
Mar 3, 2023 to Feb 6, 2026
Mar 3, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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