CI ICBCUBS S&P China 500 Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.94% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2210 | 12.45 | |
| 0.1338 | 5.71 | |
| 0.8036 | 59.12 | |
| 0.0074 | 0.26 |
Estimation Period:
Aug 14, 2018 to Feb 13, 2026
Aug 14, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CI ICBCUBS S&P China 500 Index ETF Analyses
Other GJR-GARCH Analyses on ETFs