Global X S&P/Tsx 60 Index ET GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.23% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0522 | 9.23 | |
| 0.0000 | 0.00 | |
| 0.8074 | 58.95 | |
| 0.2395 | 5.68 |
Estimation Period:
May 15, 2024 to Feb 6, 2026
May 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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