Desjardins Quebec Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.52% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 2.74 | |
| 0.1490 | 8.35 | |
| 0.8080 | 28.29 | |
| 0.2809 | 5.96 |
Estimation Period:
Jun 20, 2025 to Feb 6, 2026
Jun 20, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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