Intact Financial Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.57% (+5.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 12.72 | |
| 0.0483 | 12.69 | |
| 0.9255 | 311.42 | |
| 0.0237 | 3.29 |
Estimation Period:
Dec 10, 2004 to Feb 6, 2026
Dec 10, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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