Canadian Imperial Bank of Commerce/Canada EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.81% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 14.90 | |
| 0.1828 | 35.56 | |
| 0.9795 | 961.19 | |
| -0.0488 | -13.74 |
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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