Cibc Core Fixed Income Pool GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.72% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 1.27 | |
| 0.0000 | 0.00 | |
| 0.9784 | 367.82 | |
| 0.0386 | 5.12 |
Estimation Period:
Oct 29, 2020 to Feb 6, 2026
Oct 29, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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