Harvest Canadian EQU I L ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.39% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0492 | -3.10 | |
| 0.0352 | 4.26 | |
| 0.9452 | 62.84 | |
| -0.1848 | -25.81 |
Estimation Period:
Jun 13, 2022 to Feb 6, 2026
Jun 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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