Canadian General Investments GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.69% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 17.67 | |
| 0.0478 | 13.35 | |
| 0.9043 | 284.01 | |
| 0.0618 | 8.65 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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