Canadian Imperial Bank of Commerce/Canada GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.65% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 17.60 | |
| 0.1111 | 31.92 | |
| 0.8749 | 254.63 |
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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