CI Japan Equity Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.64% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0879 | 0.12 | |
| 0.5240 | 0.02 | |
| 0.2268 | 0.04 | |
| 0.2201 | 0.01 |
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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