TD International EQ CAD Hedged Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.15% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 8.71 | |
| 0.0000 | 0.00 | |
| 0.8952 | 112.28 | |
| 0.1136 | 8.82 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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