CI Investment GRD Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.93% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 17.04 | |
| 0.0874 | 17.14 | |
| 0.9015 | 362.33 | |
| 0.0149 | 1.35 |
Estimation Period:
Oct 23, 2009 to Feb 6, 2026
Oct 23, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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