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CI Emrgng Mrkt Ddnd Indx ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.70% (-0.36%)
Analysis last updated: Tuesday, February 10, 2026 at 02:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CI Emrgng Mrkt Ddnd Indx ETF S0GARCH
paramt-stat
ω0.48621.89
α0.04462.04
β0.78176.53
γ1-2.0711-1.35
γ23.33081.76
γ3-2.7757-3.33
γ43.00073.64
γ5-2.9373-3.63
γ62.73213.51
γ7-1.9583-2.86
γ80.83821.82
Estimation Period:
Sep 21, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts