Royal Canadian Mint ETR GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.34% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 16.45 | |
| 0.1064 | 14.79 | |
| 0.8855 | 216.97 | |
| -0.0217 | -1.88 |
Estimation Period:
Nov 29, 2011 to Feb 6, 2026
Nov 29, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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