Touchstone International Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.93% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0314 | 2.42 | |
| 0.1335 | 2.28 | |
| 0.5421 | 1.13 | |
| 5.7521 | 2.65 |
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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