Canadian Imperial Bank of Commerce GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.33% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 14.68 | |
| 0.0598 | 22.09 | |
| 0.8786 | 286.37 | |
| 0.1026 | 12.20 |
Estimation Period:
Nov 13, 1997 to Feb 13, 2026
Nov 13, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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