CI CA Banks Incme Class ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.22% (+3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 21.28 | |
| 0.0666 | 11.79 | |
| 0.8130 | 165.85 | |
| 0.1596 | 10.90 |
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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