CIBC MSCI Canada Equity Index ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.40% (+4.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0522 | -10.96 | |
| 0.0631 | 17.94 | |
| 0.8815 | 199.80 | |
| 1.2696 | 24.23 |
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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