First TR Blmbrg Emrg MKT DEM Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.70% (+4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9673 | 8.26 | |
| 0.1306 | 1.84 | |
| 0.6318 | 4.15 | |
| 0.0793 | 0.67 |
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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