Harvest Canadian EQU I L ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.41% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 9.78 | |
| 0.0000 | 0.00 | |
| 0.8235 | 59.17 | |
| 0.2161 | 11.76 |
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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