Canadian Imperial Bank of Commerce MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.90% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0625 | 19.58 | |
| 0.7994 | 131.15 | |
| 0.1221 | 21.49 | |
| 0.0172 | 6.68 | |
| 0.0493 | 5.28 | |
| 0.9424 | 87.65 |
Estimation Period:
Nov 13, 1997 to Feb 13, 2026
Nov 13, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Canadian Imperial Bank of Commerce Analyses
Other MF2-GARCH Analyses on Equities