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V-Lab

Cibc Global Bond Ex-Can ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.38% (0.00%)
Analysis last updated: Friday, February 13, 2026 at 12:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Cibc Global Bond Ex-Can ETF S0GARCH
paramt-stat
ω0.20861.34
α0.00000.00
β0.93795.21
γ1-26.5629-2.16
γ236.29292.03
γ3-16.7868-1.57
γ48.96570.90
γ5-0.3664-0.04
γ6-2.6913-0.47
γ70.57390.13
γ81.68220.47
γ9-3.3611-1.01
γ104.24711.69
Estimation Period:
Sep 16, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts