Global S&P 500 CAD Hedge ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.09% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 2.37 | |
| 0.1313 | 9.41 | |
| 0.9631 | 236.92 | |
| -0.1284 | -7.97 |
Estimation Period:
Sep 20, 2016 to Feb 6, 2026
Sep 20, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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