Touchstone Sand CAP EMG Mkts MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:16.83% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0000 | 0.05 | |
| 0.0000 | 0.01 | |
| 0.4721 | 130.29 | |
| 0.4036 | 0.28 | |
| 1.0000 | 0.26 | |
| 0.0000 | 0.00 |
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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