Global X S&P/Tsx 60 Cove ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.20% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5679 | 6.03 | |
| 0.1128 | 5.59 | |
| 0.8362 | 30.44 | |
| 0.2744 | 3.89 | |
| -0.4136 | -3.63 | |
| 0.3082 | 3.60 | |
| -0.3839 | -3.98 | |
| 0.4332 | 2.05 |
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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