Canadian Tire Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.04% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1952 | 22.54 | |
| 0.0750 | 18.02 | |
| 0.8039 | 145.90 | |
| 0.1089 | 10.33 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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