CIBC MSCI EAFE Equity Index ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.88% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0446 | -1.16 | |
| -0.0404 | -3.24 | |
| 0.8964 | 38.74 | |
| -0.1605 | -8.45 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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