CIBC International Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.83% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7308 | 3.21 | |
| 0.0215 | 2.65 | |
| 0.9762 | 249.73 | |
| 5.6543 | 0.65 |
Estimation Period:
Jul 27, 2020 to Feb 13, 2026
Jul 27, 2020 to Feb 13, 2026
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