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V-Lab

Cibc Canadian Bond Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.48% (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 SGARCH
paramt-stat
ω0.20953.76
α0.00000.00
β1.00001.70
γ1-48.3853-0.03
γ259.51340.05
γ3-13.6650-1.06
γ40.55530.00
γ54.04790.07
γ6-3.3292-0.05
γ71.62220.06
γ80.95890.03
γ9-4.5287-0.12
γ105.97190.10
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts