Global S&P TSX CPD Enrgy ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.17% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 12.73 | |
| 0.0617 | 14.28 | |
| 0.9306 | 237.15 |
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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