Global X ENH S&P/Tsx 60 Call EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.36% (-3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0473 | -1.34 | |
| 0.0312 | 2.14 | |
| 0.9156 | 43.50 | |
| -0.2746 | -22.62 |
Estimation Period:
Jul 6, 2023 to Feb 6, 2026
Jul 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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