Touchstone Dynamic International ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.27% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1623 | 8.00 | |
| 0.0000 | 0.00 | |
| 0.6995 | 22.25 | |
| 0.2727 | 3.90 |
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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