Desjardins Quebec Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.30% (+5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 3.20 | |
| 0.0000 | 0.00 | |
| 0.8583 | 35.61 | |
| 0.2773 | 5.12 |
Estimation Period:
Jun 20, 2025 to Feb 6, 2026
Jun 20, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Desjardins Quebec Equity ETF Analyses
Other GJR-GARCH Analyses on ETFs