Cibc Canadian Bond Index ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.70% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.0543 | -14.75 | |
| -0.3127 | -13.96 | |
| 0.4374 | 11.20 | |
| -0.0315 | -2.10 |
Estimation Period:
Mar 31, 2021 to Feb 13, 2026
Mar 31, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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