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

V-Lab

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V-Lab

Templeton Emerging Markets Investment Trust PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:12.21% (-0.33%)

Analysis last updated: Sunday, November 10, 2024 at 04:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1359	5.07
$α$	0.1073	7.74
$β$	0.8327	38.13
$γ_{1}$	0.0333	0.76
$γ_{2}$	-0.0189	-0.25
$γ_{3}$	-0.0781	-1.11
$γ_{4}$	0.1717	3.01
$γ_{5}$	-0.1905	-4.52
$γ_{6}$	0.0807	2.37
$γ_{7}$	0.0330	1.03
$γ_{8}$	-0.0206	-0.56
$γ_{9}$	-0.0894	-1.33

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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