Canadian Imperial Bank of Commerce/Canada GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.76% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3420 | 3.85 | |
| 0.0729 | 48.95 | |
| 0.9940 | 635.58 | |
| 5.4083 | 12.33 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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