CI Mrngstr NT BK Qube Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.76% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 12.16 | |
| 0.0000 | 0.00 | |
| 0.8853 | 177.30 | |
| 0.1806 | 19.04 |
Estimation Period:
Feb 6, 2012 to Feb 6, 2026
Feb 6, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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