Global X S&P/Tsx IDX Corp CL AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.74% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0301 | -4.89 | |
| 0.0804 | 19.49 | |
| 0.8553 | 233.68 | |
| 1.0534 | 17.16 |
Estimation Period:
Feb 6, 2020 to Feb 6, 2026
Feb 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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