Global S&P 500 CAD Hedge ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.84% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 12.34 | |
| 0.1212 | 21.84 | |
| 0.8503 | 138.28 |
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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