CI Canadian Conv Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.64% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 18.45 | |
| 0.0896 | 9.41 | |
| 0.8048 | 118.38 | |
| 0.1110 | 5.29 |
Estimation Period:
Jun 7, 2011 to Feb 6, 2026
Jun 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CI Canadian Conv Bond ETF Analyses
Other GJR-GARCH Analyses on ETFs