Touchstone Sand CAP EMG Mkts EGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:16.08% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 0.76 | |
| -0.1557 | -3.95 | |
| 0.9775 | 9,678.04 | |
| -0.1604 | -5.26 |
Estimation Period:
Feb 26, 2025 to Jan 23, 2026
Feb 26, 2025 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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