Touchstone International Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.34% (-4.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7831 | 4.89 | |
| 0.2107 | 4.06 | |
| 0.7686 | 19.85 | |
| 5.3361 | 1.43 |
Estimation Period:
Mar 5, 2025 to Feb 6, 2026
Mar 5, 2025 to Feb 6, 2026
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