Canadian Imperial Bank of Commerce GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.88% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0360 | 4.47 | |
| 0.0815 | 44.71 | |
| 0.9926 | 610.07 | |
| 5.8677 | 9.89 |
Estimation Period:
Nov 13, 1997 to Feb 6, 2026
Nov 13, 1997 to Feb 6, 2026
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