Global S&P TSX CPD Enrgy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.72% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 10.36 | |
| 0.0070 | 3.68 | |
| 0.9496 | 411.81 | |
| 0.0741 | 11.28 |
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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