Desjardins CAN EQU Index ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.15% (-3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0321 | -1.59 | |
| 0.1436 | 8.28 | |
| 0.9009 | 76.28 | |
| -0.2781 | -16.32 |
Estimation Period:
Apr 18, 2024 to Feb 6, 2026
Apr 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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