CI ICBCUBS S&P China 500 Index ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.76% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0880 | 11.08 | |
| 0.2708 | 12.09 | |
| 0.9365 | 166.52 | |
| -0.0145 | -0.95 |
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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