CI Alternative Dive OPP Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.01% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 5.72 | |
| 0.0504 | 4.54 | |
| 0.9321 | 161.66 | |
| 0.0263 | 1.24 |
Estimation Period:
Aug 17, 2021 to Feb 6, 2026
Aug 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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