Macknz CN LRG CAP EQ IND ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.70% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 8.09 | |
| 0.0000 | 0.00 | |
| 0.9234 | 173.31 | |
| 0.0962 | 9.95 |
Estimation Period:
Jan 24, 2018 to Feb 13, 2026
Jan 24, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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