Vontobel Internationa EQ ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.00% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.8522 | -9.75 | |
| 0.1564 | 3.00 | |
| -0.0003 | -0.00 | |
| -0.2235 | -5.80 |
Estimation Period:
May 15, 2025 to Feb 6, 2026
May 15, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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