Hamilton Canadian BK IND ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.54% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 8.93 | |
| 0.0004 | 0.14 | |
| 0.9425 | 238.37 | |
| 0.0723 | 9.25 |
Estimation Period:
Jun 29, 2020 to Feb 6, 2026
Jun 29, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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