Israel-Canada Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:34.67% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 12.05 | |
| 0.0285 | 11.02 | |
| 0.9426 | 397.21 | |
| 0.0445 | 6.69 |
Estimation Period:
Mar 15, 2011 to Feb 13, 2026
Mar 15, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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