CIBC MSCI USA Equity Index ETF CAD Hedged GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.43% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1240 | 2.93 | |
| 0.9913 | 534.42 | |
| 4.6781 | 1.21 |
Estimation Period:
Jan 23, 2023 to Feb 9, 2026
Jan 23, 2023 to Feb 9, 2026
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