CI Enhanced Govt Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.18% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 9.54 | |
| 0.1278 | 19.80 | |
| 0.8810 | 226.14 | |
| -0.0176 | -1.35 |
Estimation Period:
Jul 31, 2018 to Feb 6, 2026
Jul 31, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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