Touchstone Sand CAP EMG Mkts GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.20% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3335 | 2.85 | |
| 0.0564 | 13.17 | |
| 0.9907 | 135.28 | |
| 4.4022 | 1.53 |
Estimation Period:
Feb 26, 2025 to Feb 6, 2026
Feb 26, 2025 to Feb 6, 2026
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