Desjardins CAN EQU Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.40% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0635 | 12.67 | |
| 0.0000 | 0.00 | |
| 0.7296 | 58.61 | |
| 0.4039 | 8.10 |
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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