CI Canadian Conv Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.25% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7073 | 6.44 | |
| 0.1742 | 5.07 | |
| 0.7251 | 18.57 | |
| -0.1244 | -2.64 | |
| 0.1605 | 2.29 | |
| -0.0392 | -1.13 |
Estimation Period:
Jun 7, 2011 to Feb 6, 2026
Jun 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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