NBI Sustainable CAN EQ ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.49% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 7.01 | |
| 0.0030 | 0.25 | |
| 0.9583 | 135.87 | |
| 0.0427 | 2.79 |
Estimation Period:
Mar 4, 2020 to Feb 6, 2026
Mar 4, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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