CI Intern Qlty DIV Grth Indx GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.79% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 7.06 | |
| 0.0139 | 1.31 | |
| 0.8975 | 161.28 | |
| 0.1116 | 5.07 |
Estimation Period:
Aug 2, 2016 to Feb 6, 2026
Aug 2, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CI Intern Qlty DIV Grth Indx Analyses
Other GJR-GARCH Analyses on ETFs