Global S&P TSX 60 Co CL ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.71% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0127 | -3.95 | |
| 0.1357 | 25.24 | |
| 0.9649 | 410.95 | |
| -0.1538 | -32.10 |
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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