Canadian Imperial Bank of Commerce Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.41% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9920 | 3.38 | |
| 0.1256 | 7.22 | |
| 0.8315 | 42.42 | |
| -0.0227 | -0.69 | |
| 0.0834 | 1.77 | |
| -0.1215 | -3.47 | |
| 0.1127 | 3.67 | |
| -0.0617 | -2.41 | |
| 0.0027 | 0.15 |
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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