Sun Life Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.77% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0141 | 8.52 | |
| 0.0398 | 16.81 | |
| 0.9610 | 286.95 | |
| -0.0094 | -1.51 |
Estimation Period:
Dec 2, 1996 to Feb 13, 2026
Dec 2, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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