Canoe EIT Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.39% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 22.83 | |
| 0.0998 | 20.07 | |
| 0.8513 | 404.78 | |
| 0.0979 | 11.17 |
Estimation Period:
Aug 7, 1997 to Feb 6, 2026
Aug 7, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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