Cibc ACT Invt GDE CRP BD ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.80% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4574 | 4.16 | |
| 0.0716 | 2.35 | |
| 0.8093 | 13.98 | |
| -1.3109 | -3.02 | |
| 2.2843 | 3.68 | |
| -1.6088 | -3.97 | |
| 0.5095 | 1.56 | |
| 0.3651 | 1.79 |
Estimation Period:
Jan 22, 2019 to Feb 13, 2026
Jan 22, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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