Canadian General Investments Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.92% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0888 | 7.29 | |
| 0.0933 | 7.70 | |
| 0.8513 | 49.59 | |
| -0.0220 | -0.54 | |
| 0.0626 | 1.03 | |
| -0.1302 | -3.62 | |
| 0.2108 | 5.94 | |
| -0.2259 | -6.14 | |
| 0.1537 | 4.30 | |
| -0.0486 | -1.20 | |
| -0.0031 | -0.07 | |
| -0.0148 | -0.28 |
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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