Touchstone Dynamic International ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.85% (+5.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9563 | 7.82 | |
| 0.1594 | 1.13 | |
| 0.6171 | 3.00 | |
| -0.0136 | -0.26 |
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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