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V-Lab

Canadian General Investments Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.92% (+0.64%)
Analysis last updated: Friday, February 13, 2026 at 12:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Canadian General Investments SGARCH
paramt-stat
ω1.08887.29
α0.09337.70
β0.851349.59
γ1-0.0220-0.54
γ20.06261.03
γ3-0.1302-3.62
γ40.21085.94
γ5-0.2259-6.14
γ60.15374.30
γ7-0.0486-1.20
γ8-0.0031-0.07
γ9-0.0148-0.28
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts