CI Canadian Reit ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.54% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0093 | 7.18 | |
| 0.1836 | 30.79 | |
| 0.9861 | 992.01 | |
| -0.0673 | -11.23 |
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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