CI Japan Equity Index ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.51% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 0.32 | |
| 0.0387 | 4.61 | |
| 0.9485 | 58.64 | |
| -0.1107 | -11.57 |
Estimation Period:
Aug 7, 2018 to Feb 6, 2026
Aug 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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