Canadian Imperial Bank of Commerce Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.81% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0151 | 5.64 | |
| 0.1246 | 7.37 | |
| 0.8434 | 46.32 | |
| 0.0061 | 4.75 |
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 Spline-GARCH Analyses on Equities