CI CA Banks Incme Class ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.90% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0078 | -2.94 | |
| 0.2225 | 30.78 | |
| 0.9527 | 423.42 | |
| -0.1146 | -16.66 |
Estimation Period:
Aug 18, 2010 to Feb 6, 2026
Aug 18, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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