Global S&P TSX CPD Enrgy ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.18% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 3.70 | |
| 0.0566 | 16.73 | |
| 0.9349 | 284.61 | |
| 0.6671 | 17.06 |
Estimation Period:
Sep 17, 2013 to Feb 6, 2026
Sep 17, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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