CIBC MSCI Canada Equity Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.65% (+4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7752 | 3.65 | |
| 0.0506 | 24.27 | |
| 0.9794 | 160.60 | |
| 2.0939 | 160.65 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
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