Andrew Peller Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.82% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2228 | 27.27 | |
| 0.1758 | 34.69 | |
| 0.7803 | 155.87 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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