CIBC MSCI USA Equity Index ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.68% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0260 | -6.98 | |
| 0.0485 | 20.58 | |
| 0.9258 | 210.08 | |
| 1.0664 | 43.07 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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