CI Energy Giants Coverd Call GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.81% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 4.06 | |
| 0.0083 | 2.00 | |
| 0.9302 | 235.02 | |
| 0.0748 | 5.43 |
Estimation Period:
Feb 10, 2015 to Feb 6, 2026
Feb 10, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CI Energy Giants Coverd Call Analyses
Other GJR-GARCH Analyses on ETFs