Morgan Stan EMG MKT Debt FD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.65% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 25.55 | |
| 0.0906 | 16.21 | |
| 0.8344 | 216.28 | |
| 0.1243 | 10.94 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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