CI ICBCUBS S&P China 500 Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.76% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6085 | 5.67 | |
| 0.0926 | 13.94 | |
| 0.9535 | 127.72 | |
| 4.8409 | 3.76 |
Estimation Period:
Aug 14, 2018 to Feb 13, 2026
Aug 14, 2018 to Feb 13, 2026
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