CIBC International Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.44% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 6.29 | |
| 0.0000 | 0.00 | |
| 0.9036 | 91.81 | |
| 0.1133 | 5.21 |
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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