Touchstone International Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.34% (-3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2044 | 9.34 | |
| 0.0000 | 0.00 | |
| 0.3696 | 6.81 | |
| 1.0000 | 4.26 |
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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