Global X S&P/Tsx 60 Cove ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.36% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5519 | 5.84 | |
| 0.1083 | 5.29 | |
| 0.8452 | 30.42 | |
| 0.2620 | 3.62 | |
| -0.3876 | -3.30 | |
| 0.2687 | 3.07 | |
| -0.2982 | -3.59 | |
| 0.2239 | 3.02 |
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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