CI Emrgng Mrkt Ddnd Indx ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.47% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 7.76 | |
| 0.0000 | 0.00 | |
| 0.9234 | 118.17 | |
| 0.0648 | 5.94 |
Estimation Period:
Sep 21, 2017 to Feb 13, 2026
Sep 21, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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