Global S&P 500 CAD Hedge ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.43% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7374 | 5.09 | |
| 0.1208 | 5.40 | |
| 0.8419 | 29.41 | |
| -0.0055 | -1.42 |
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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