Ishares S&P/Tsx CDN DIV Aris GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.54% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 18.60 | |
| 0.0381 | 6.02 | |
| 0.8446 | 177.55 | |
| 0.1796 | 15.99 |
Estimation Period:
Sep 8, 2006 to Feb 6, 2026
Sep 8, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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