Global S&P TSX 60 Co CL ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.31% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0143 | -8.58 | |
| 0.0877 | 31.70 | |
| 0.8757 | 296.94 | |
| 0.7016 | 33.59 |
Estimation Period:
Sep 15, 2010 to Feb 6, 2026
Sep 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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