Vontobel Internationa EQ ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.59% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0941 | 2.62 | |
| 0.0326 | 1.14 | |
| 0.7148 | 7.87 | |
| 0.0984 | 0.99 |
Estimation Period:
May 15, 2025 to Feb 13, 2026
May 15, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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