Global Wght CAN Banks IN ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.06% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 12.62 | |
| 0.0308 | 3.93 | |
| 0.8619 | 123.98 | |
| 0.1594 | 7.98 |
Estimation Period:
Jan 23, 2019 to Feb 6, 2026
Jan 23, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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