Global X S&P/Tsx IDX Corp CL Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.07% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0807 | 4.08 | |
| 0.1667 | 4.52 | |
| 0.5918 | 7.49 | |
| 1.8764 | 5.22 | |
| -2.4077 | -4.67 | |
| 0.6392 | 1.81 | |
| 0.1463 | 0.27 |
Estimation Period:
Feb 6, 2020 to Feb 13, 2026
Feb 6, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Global X S&P/Tsx IDX Corp CL Analyses
Other Spline-GARCH Analyses on ETFs