CP ALL PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.14% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5807 | 6.09 | |
| 0.1037 | 5.38 | |
| 0.7401 | 16.47 | |
| 0.3825 | 3.54 | |
| -0.5325 | -3.07 | |
| 0.1504 | 1.09 | |
| 0.0078 | 0.07 | |
| -0.0148 | -0.14 | |
| -0.0296 | -0.24 | |
| 0.1778 | 1.37 | |
| -0.2872 | -2.42 | |
| 0.2897 | 2.89 | |
| -0.2218 | -3.15 |
Estimation Period:
Oct 14, 2003 to Feb 6, 2026
Oct 14, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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