Global X EQ Weight CAN Banks GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.46% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 11.20 | |
| 0.0233 | 2.92 | |
| 0.7869 | 55.33 | |
| 0.2314 | 6.94 |
Estimation Period:
Jul 6, 2023 to Feb 13, 2026
Jul 6, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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