Invesco S&P/Tsx CMP LW INX GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.82% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 15.71 | |
| 0.0059 | 1.56 | |
| 0.8844 | 224.47 | |
| 0.1528 | 16.72 |
Estimation Period:
Apr 24, 2012 to Feb 6, 2026
Apr 24, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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