CIBC MSCI EAFE Equity Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59,443.24% (-8,281.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9300 | 14.49 | |
| 0.1571 | 121.20 | |
| 0.9990 | 14,691.18 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Mar 31, 2021 to Feb 12, 2026
Mar 31, 2021 to Feb 12, 2026
Other CIBC MSCI EAFE Equity Index ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs