Global S&P 500 CAD Hedge ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.61% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8455 | 112.40 | |
| 0.1995 | 14.22 | |
| 0.0796 | 0.64 | |
| 0.2313 | 0.54 | |
| 0.7023 | 1.31 |
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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