CI Canad Qlty DIV GR IND ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.42% (-2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0059 | 1.03 | |
| 0.6358 | 40.04 | |
| 0.3205 | 26.16 | |
| 0.0491 | 1.42 | |
| 0.1541 | 1.43 | |
| 0.7725 | 4.81 |
Estimation Period:
Sep 21, 2017 to Feb 6, 2026
Sep 21, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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