Touchstone Sand CAP EMG Mkts AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.26% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0541 | 3.42 | |
| 0.1734 | 10.77 | |
| 0.6583 | 45.10 | |
| 1.0463 | 18.56 |
Estimation Period:
Feb 26, 2025 to Feb 6, 2026
Feb 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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