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	param	t-stat
$ω$	0.0041	20.03
$α$	0.0945	16.05
$β$	0.8393	189.98
$γ$	0.1230	11.52

V-Lab

Ishares S&P/Tsx CDN PFD SHR GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:3.96% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ishares S&P/Tsx CDN PFD SHR Analyses