CI Canadian Reit ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.86% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 4.08 | |
| 0.0952 | 33.42 | |
| 0.8998 | 350.79 | |
| 0.2731 | 17.48 |
Estimation Period:
Nov 15, 2004 to Feb 6, 2026
Nov 15, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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