First TR Blmbrg Emrg MKT DEM MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.40% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0168 | 2.13 | |
| 0.5082 | 15.19 | |
| 0.3310 | 17.21 | |
| 0.4468 | 0.26 | |
| 0.2617 | 0.33 | |
| 0.4288 | 0.22 |
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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