CI ICBCUBS S&P China 500 Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.83% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1649 | 5.03 | |
| 0.1422 | 2.55 | |
| 0.7183 | 9.82 | |
| -0.0310 | -0.55 |
Estimation Period:
Aug 14, 2018 to Feb 13, 2026
Aug 14, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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