CI Alternative Dive OPP Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.87% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6617 | 2.06 | |
| 0.1582 | 2.73 | |
| 0.3185 | 1.44 | |
| 6.0141 | 1.18 | |
| -9.2863 | -1.33 | |
| 1.6999 | 0.39 | |
| 3.7358 | 1.02 | |
| -4.7730 | -1.98 | |
| 6.0022 | 2.46 | |
| -7.0780 | -2.41 | |
| 5.7521 | 2.53 |
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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