CP ALL PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.79% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 14.53 | |
| 0.0397 | 13.88 | |
| 0.9354 | 445.03 | |
| 0.0294 | 3.73 |
Estimation Period:
Oct 14, 2003 to Feb 6, 2026
Oct 14, 2003 to Feb 6, 2026
News Impact Curve
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