Hamilton Enhncd Cndn BNK ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.66% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5175 | 4.30 | |
| 0.1669 | 3.63 | |
| 0.5036 | 3.86 | |
| 2.4219 | 3.55 | |
| -3.4829 | -3.54 | |
| 0.9926 | 1.64 | |
| 0.3364 | 0.73 | |
| -0.2450 | -0.76 |
Estimation Period:
Oct 15, 2020 to Feb 6, 2026
Oct 15, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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