Global S&P TSX 60 Co CL ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.62% (+2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2050 | 8.79 | |
| 0.1381 | 7.58 | |
| 0.8185 | 46.01 | |
| 0.0110 | 3.33 |
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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