Global S&P 500 CAD Hedge ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.91% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 12.14 | |
| 0.0000 | 0.00 | |
| 0.9100 | 186.63 | |
| 0.1442 | 11.16 |
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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