CI Emrgng Mrkt Ddnd Indx ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.20% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0127 | -2.73 | |
| 0.0413 | 13.29 | |
| 0.9059 | 136.97 | |
| 1.2483 | 25.79 |
Estimation Period:
Sep 21, 2017 to Feb 6, 2026
Sep 21, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CI Emrgng Mrkt Ddnd Indx ETF Analyses
Other AGARCH Analyses on ETFs