Global S&P 500 CAD Hedge ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.58% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6454 | 4.31 | |
| 0.1201 | 5.17 | |
| 0.8350 | 27.33 | |
| -0.0216 | -1.30 |
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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