CI U S & CAN Life COV CL ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.01% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8067 | 8.22 | |
| 0.1561 | 5.48 | |
| 0.7617 | 20.34 | |
| -0.0049 | -0.97 |
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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