CIBC International Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.34% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0529 | 10.16 | |
| 0.0776 | 11.77 | |
| 0.7935 | 61.91 | |
| 0.7616 | 22.09 |
Estimation Period:
Jul 27, 2020 to Feb 6, 2026
Jul 27, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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