Global S&P TSX CPD Enrgy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.28% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5668 | 5.38 | |
| 0.0635 | 3.32 | |
| 0.9145 | 44.19 | |
| -0.0210 | -2.78 |
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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