CI U S & CAN Life COV CL ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.97% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 6.37 | |
| 0.2120 | 23.38 | |
| 0.9351 | 258.61 | |
| -0.1470 | -19.27 |
Estimation Period:
Aug 22, 2013 to Feb 6, 2026
Aug 22, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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