Touchstone International Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.68% (-4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0803 | -3.00 | |
| 0.2999 | 10.67 | |
| 0.8061 | 44.34 | |
| -0.3519 | -10.14 |
Estimation Period:
Mar 5, 2025 to Feb 6, 2026
Mar 5, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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