Global X S&P/Tsx IDX Corp CL GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.15% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0564 | 14.85 | |
| 0.0000 | 0.00 | |
| 0.8119 | 126.17 | |
| 0.2631 | 10.22 |
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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