CI Japan Equity Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2,150.57% (-440.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 10.94 | |
| 0.1823 | 300.84 | |
| 0.9983 | 6,482.60 | |
| 2.0001 | 1,000,028.50 |
Estimation Period:
Aug 7, 2018 to Feb 13, 2026
Aug 7, 2018 to Feb 13, 2026
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