Global S&P TSX 60 Co CL ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.01% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3095 | 8.61 | |
| 0.1362 | 7.52 | |
| 0.8198 | 45.91 | |
| 0.0244 | 3.49 | |
| -0.0302 | -3.29 |
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 Zero Slope Spline-GARCH Analyses on ETFs