CI Japan Equity Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.21% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 6.92 | |
| 0.0000 | 0.00 | |
| 0.9319 | 100.50 | |
| 0.0516 | 5.34 |
Estimation Period:
Aug 7, 2018 to Feb 13, 2026
Aug 7, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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