Global S&P TSX 60 Co CL ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.45% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8629 | 228.52 | |
| 0.1980 | 35.78 | |
| 0.0012 | 3.71 | |
| 0.0130 | 6.74 | |
| 0.9853 | 416.60 |
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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