Global S&P TSX 60 Co CL ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.58% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 17.71 | |
| 0.0000 | 0.00 | |
| 0.8745 | 266.53 | |
| 0.1916 | 21.18 |
Estimation Period:
Sep 15, 2010 to Feb 6, 2026
Sep 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Global S&P TSX 60 Co CL ETF Analyses
Other GJR-GARCH Analyses on ETFs