Cibc Canadian Bond Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.56% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 3.82 | |
| 0.0058 | 0.91 | |
| 0.9781 | 200.92 | |
| -0.0027 | -0.21 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cibc Canadian Bond Index ETF Analyses
Other GJR-GARCH Analyses on ETFs