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	param	t-stat
$ω$	0.6051	4.58
$α$	0.2268	6.96
$β$	0.6977	21.54
$γ_{1}$	-0.9630	-5.42
$γ_{2}$	1.2631	3.93
$γ_{3}$	-0.4392	-1.51
$γ_{4}$	0.7262	2.64
$γ_{5}$	-1.3267	-5.07
$γ_{6}$	1.2052	4.80
$γ_{7}$	-0.7066	-2.73
$γ_{8}$	0.5067	2.30
$γ_{9}$	-0.6142	-2.35
$γ_{10}$	0.4006	0.93

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:3.49% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ishares S&P/Tsx CDN PFD SHR Analyses