Global S&P TSX CPD Enrgy ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.85% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 5.88 | |
| 0.0909 | 14.76 | |
| 0.9831 | 514.16 | |
| -0.0697 | -13.40 |
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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