NBI Active CAD PRD Shars ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.96% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 10.66 | |
| 0.0454 | 7.82 | |
| 0.8825 | 218.44 | |
| 0.1304 | 8.74 |
Estimation Period:
Feb 8, 2019 to Feb 6, 2026
Feb 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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