CP ALL PCL GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.02% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 16.41 | |
| 0.0567 | 27.44 | |
| 0.9302 | 399.21 |
Estimation Period:
Oct 14, 2003 to Feb 6, 2026
Oct 14, 2003 to Feb 6, 2026
News Impact Curve
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