Global S&P 500 CAD Hedge ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.66% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 0.45 | |
| 0.1226 | 14.76 | |
| 0.8521 | 108.74 | |
| 0.5488 | 8.04 |
Estimation Period:
Sep 20, 2016 to Feb 6, 2026
Sep 20, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Global S&P 500 CAD Hedge ETF Analyses
Other AGARCH Analyses on ETFs