Desjardins Quebec Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.72% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 0.42 | |
| 0.1499 | 7.59 | |
| 0.9657 | 97.91 | |
| -0.1849 | -9.76 |
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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