CI Japan Equity Index ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.14% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8526 | 65.14 | |
| 0.0942 | 10.65 | |
| 0.7448 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.4843 | 0.02 |
Estimation Period:
Aug 6, 2018 to Feb 6, 2026
Aug 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CI Japan Equity Index ETF Analyses
Other MF2-GARCH Analyses on ETFs