V-Lab: Templeton Emerging Markets Investment Trust PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Templeton Emerging Markets Investment Trust PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:14.35% (-0.29%)

Analysis last updated: Sunday, November 10, 2024 at 04:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1304	4.96
$α$	0.1057	7.82
$β$	0.8376	40.00
$γ_{1}$	0.0308	0.69
$γ_{2}$	-0.0176	-0.23
$γ_{3}$	-0.0721	-0.99
$γ_{4}$	0.1604	2.74
$γ_{5}$	-0.1774	-4.11
$γ_{6}$	0.0667	1.91
$γ_{7}$	0.0534	1.67
$γ_{8}$	-0.0624	-2.06
$γ_{9}$	0.0195	0.91

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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