Desjardins RI C M N E PA ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.49% (+3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 5.07 | |
| 0.0000 | 0.00 | |
| 0.9242 | 108.80 | |
| 0.0779 | 5.40 |
Estimation Period:
Sep 27, 2018 to Feb 6, 2026
Sep 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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