Touchstone Dynamic International ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.69% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0009 | -0.03 | |
| 0.1260 | 5.30 | |
| 0.8552 | 45.96 | |
| -0.2207 | -9.20 |
Estimation Period:
Dec 12, 2023 to Feb 6, 2026
Dec 12, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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