CIBC International Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.03% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0050 | -0.52 | |
| -0.0240 | -7.22 | |
| 0.9881 | 236.57 | |
| -0.0711 | -11.40 |
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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