Desjardins American EQ Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.73% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2803 | 3.95 | |
| 0.0000 | 0.00 | |
| 0.9993 | 4.07 | |
| 106.0681 | 2.73 | |
| -169.8037 | -3.01 | |
| 102.9067 | 3.30 | |
| -66.5090 | -2.78 | |
| 86.5111 | 3.03 | |
| -161.6884 | -4.56 | |
| 167.1091 | 4.69 | |
| -65.0899 | -1.93 | |
| -12.8517 | -0.31 | |
| 17.9580 | 0.32 |
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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