CI Emerging Mrkts Alpha ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.44% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 6.02 | |
| 0.0000 | 0.00 | |
| 0.9362 | 136.65 | |
| 0.0611 | 6.11 |
Estimation Period:
Aug 31, 2021 to Feb 6, 2026
Aug 31, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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