CI Emerging Mrkts Alpha ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.89% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8086 | 5.93 | |
| 0.0220 | 0.92 | |
| 0.8673 | 5.99 | |
| -1.0099 | -3.21 | |
| 1.8666 | 3.64 | |
| -1.7727 | -3.04 |
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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