CI U S & CAN Life COV CL ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.36% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1449 | 20.71 | |
| 0.0364 | 6.41 | |
| 0.7639 | 104.29 | |
| 0.2225 | 15.31 |
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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