Desjardins Quebec Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.21% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9508 | 4.03 | |
| 0.0899 | 1.23 | |
| 0.7306 | 2.86 | |
| 4.2446 | 1.00 |
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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