Desjardins American EQ Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.00% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 5.99 | |
| 0.0000 | 0.00 | |
| 0.8494 | 53.13 | |
| 0.2234 | 7.47 |
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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