Cibc Canadian Bond Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.28% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 1.92 | |
| 0.0000 | 0.00 | |
| 0.9672 | 21.89 | |
| -42.9987 | -4.94 | |
| 53.0110 | 3.77 | |
| -12.2854 | -1.29 | |
| 0.0454 | 0.01 | |
| 4.2977 | 0.72 | |
| -3.4018 | -0.66 | |
| 1.7115 | 0.39 | |
| 0.8011 | 0.26 | |
| -4.1508 | -1.66 | |
| 5.0576 | 2.72 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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