CI ICBCUBS S&P China 500 Index ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.63% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3333 | 17.53 | |
| 0.1541 | 11.68 | |
| 0.7511 | 63.74 | |
| -0.0431 | -0.61 |
Estimation Period:
Aug 14, 2018 to Feb 6, 2026
Aug 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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