Cibc Core Fixed Income Pool EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.96% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0091 | -0.10 | |
| -0.0215 | -0.07 | |
| 0.9977 | 192.20 | |
| -0.0088 | -0.11 |
Estimation Period:
Oct 29, 2020 to Feb 6, 2026
Oct 29, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cibc Core Fixed Income Pool Analyses
Other EGARCH Analyses on ETFs