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V-Lab

Cibc Canadian Bond Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.28% (0.00%)
Analysis last updated: Friday, February 13, 2026 at 12:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Cibc Canadian Bond Index ETF S0GARCH
paramt-stat
ω0.02761.92
α0.00000.00
β0.967221.89
γ1-42.9987-4.94
γ253.01103.77
γ3-12.2854-1.29
γ40.04540.01
γ54.29770.72
γ6-3.4018-0.66
γ71.71150.39
γ80.80110.26
γ9-4.1508-1.66
γ105.05762.72
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts