Canada Global T R Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:29.69% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4146 | 13.35 | |
| 0.1825 | 5.94 | |
| 0.8428 | 127.83 | |
| -0.0505 | -0.96 |
Estimation Period:
Oct 10, 2009 to Feb 13, 2026
Oct 10, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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