CIBC MSCI EAFE Equity Index ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.13% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2325 | 3.93 | |
| 0.0525 | 3.92 | |
| 0.6300 | 7.98 |
Estimation Period:
Mar 31, 2021 to Feb 13, 2026
Mar 31, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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