Canadian Imperial Bank of Commerce/Canada AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.57% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 16.47 | |
| 0.1080 | 33.88 | |
| 0.8756 | 268.59 | |
| 0.2931 | 17.04 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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