Global X S&P/Tsx IDX Corp CL EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.37% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.06 | |
| 0.1205 | 14.05 | |
| 0.9565 | 221.25 | |
| -0.1875 | -22.04 |
Estimation Period:
Feb 6, 2020 to Feb 13, 2026
Feb 6, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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