CI Japan Equity Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.52% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0936 | 6.76 | |
| 0.0000 | 0.00 | |
| 0.9064 | 74.91 | |
| 0.0573 | 5.09 |
Estimation Period:
Aug 6, 2018 to Feb 6, 2026
Aug 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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