Touchstone International Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.82% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4316 | 2.33 | |
| 0.1246 | 2.09 | |
| 0.5706 | 1.29 | |
| 11.6989 | 2.97 | |
| -12.8132 | -2.85 |
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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