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V-Lab

CI Japan Equity Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.28% (0.00%)
Analysis last updated: Friday, February 13, 2026 at 12:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of CI Japan Equity Index ETF S0GARCH
paramt-stat
ω0.97071.76
α0.00000.00
β0.960712.46
γ1-0.0636-0.03
γ22.33710.84
γ3-5.7669-2.80
γ46.26693.12
γ5-4.5452-2.21
γ63.05961.41
γ7-1.9812-1.10
γ81.70221.18
γ9-2.2146-1.80
γ101.55691.87
Estimation Period:
Aug 7, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts