FT Vest Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.14% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 7.76 | |
| 0.0665 | 3.51 | |
| 0.7844 | 44.25 | |
| 0.2981 | 5.21 |
Estimation Period:
Mar 24, 2025 to Feb 6, 2026
Mar 24, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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