Global X S&P/Tsx 60 Cove ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.23% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 9.95 | |
| 0.0011 | 0.24 | |
| 0.9012 | 231.98 | |
| 0.1405 | 13.56 |
Estimation Period:
Mar 17, 2011 to Feb 6, 2026
Mar 17, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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