Global S&P 500 CAD Hedge ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:579.53% (-15.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 92.7483 | 15.93 | |
| 0.0724 | 90.74 | |
| 0.9984 | 8,251.03 | |
| 2.0005 | 1,000,249.00 |
Estimation Period:
Sep 20, 2016 to Feb 6, 2026
Sep 20, 2016 to Feb 6, 2026
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