CI Japan Equity Index ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:710,497.65% (+61,740.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3383 | 7.49 | |
| 0.3226 | 680.51 | |
| 0.9990 | 7,455.22 | |
| 2.0000 | 2,000,000.00 |
Estimation Period:
Aug 6, 2018 to Feb 13, 2026
Aug 6, 2018 to Feb 13, 2026
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