Touchstone Sand CAP EMG Mkts Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.23% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7261 | 3.80 | |
| 0.1395 | 1.39 | |
| 0.6014 | 1.85 | |
| 4.7713 | 3.33 |
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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