CI Emrgng Mrkt Ddnd Indx ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.70% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4862 | 1.89 | |
| 0.0446 | 2.04 | |
| 0.7817 | 6.53 | |
| -2.0711 | -1.35 | |
| 3.3308 | 1.76 | |
| -2.7757 | -3.33 | |
| 3.0007 | 3.64 | |
| -2.9373 | -3.63 | |
| 2.7321 | 3.51 | |
| -1.9583 | -2.86 | |
| 0.8382 | 1.82 |
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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