CI Emrgng Mrkt Ddnd Indx ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.50% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4836 | 1.88 | |
| 0.0443 | 2.05 | |
| 0.7799 | 6.28 | |
| -2.0946 | -1.37 | |
| 3.3711 | 1.78 | |
| -2.8035 | -3.37 | |
| 3.0044 | 3.65 | |
| -2.8839 | -3.54 | |
| 2.5573 | 3.18 | |
| -1.5259 | -1.69 | |
| -0.2685 | -0.15 |
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 Spline-GARCH Analyses on ETFs