Cibc Canadian Bond Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.48% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2095 | 3.76 | |
| 0.0000 | 0.00 | |
| 1.0000 | 1.70 | |
| -48.3853 | -0.03 | |
| 59.5134 | 0.05 | |
| -13.6650 | -1.06 | |
| 0.5553 | 0.00 | |
| 4.0479 | 0.07 | |
| -3.3292 | -0.05 | |
| 1.6222 | 0.06 | |
| 0.9589 | 0.03 | |
| -4.5287 | -0.12 | |
| 5.9719 | 0.10 |
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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