CI ICBCUBS S&P China 500 Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.66% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0882 | 7.24 | |
| 0.7570 | 48.60 | |
| 0.0337 | 2.39 | |
| 1.1367 | 0.58 | |
| 0.5943 | 0.63 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 14, 2018 to Feb 6, 2026
Aug 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CI ICBCUBS S&P China 500 Index ETF Analyses
Other MF2-GARCH Analyses on ETFs