CIBC MSCI USA Equity Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:223.76% (+12.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 127.1211 | 3.81 | |
| 0.0494 | 30.23 | |
| 0.9839 | 193.98 | |
| 2.0033 | 5,675.12 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
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