Touchstone Sand CAP EMG Mkts GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.61% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1654 | 5.32 | |
| 0.0000 | 0.00 | |
| 0.7241 | 26.53 | |
| 0.3169 | 2.93 |
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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