Invesco S&P/Tsx CMP LW INX MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.69% (-9.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 1.0000 | 9,999,900.00 | |
| 0.2500 | 2,500,100.00 | |
| -0.5000 | -5,000,000.00 | |
| 0.0314 | 6.70 | |
| 0.9436 | 131.60 | |
| 0.0000 | 0.00 |
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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