CI Japan Equity Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.28% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9707 | 1.76 | |
| 0.0000 | 0.00 | |
| 0.9607 | 12.46 | |
| -0.0636 | -0.03 | |
| 2.3371 | 0.84 | |
| -5.7669 | -2.80 | |
| 6.2669 | 3.12 | |
| -4.5452 | -2.21 | |
| 3.0596 | 1.41 | |
| -1.9812 | -1.10 | |
| 1.7022 | 1.18 | |
| -2.2146 | -1.80 | |
| 1.5569 | 1.87 |
Estimation Period:
Aug 7, 2018 to Feb 6, 2026
Aug 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CI Japan Equity Index ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs