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V-Lab

CI Emrgng Mrkt Ddnd Indx ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.50% (-0.41%)
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 SGARCH
paramt-stat
ω0.48361.88
α0.04432.05
β0.77996.28
γ1-2.0946-1.37
γ23.37111.78
γ3-2.8035-3.37
γ43.00443.65
γ5-2.8839-3.54
γ62.55733.18
γ7-1.5259-1.69
γ8-0.2685-0.15
Estimation Period:
Sep 21, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts