Touchstone Sand CAP EMG Mkts GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.98% (+4.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1850 | 6.22 | |
| 0.1783 | 5.76 | |
| 0.6808 | 19.96 |
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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