CI Canadian Reit ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.43% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 17.04 | |
| 0.1100 | 35.01 | |
| 0.8879 | 304.92 |
Estimation Period:
Nov 15, 2004 to Feb 13, 2026
Nov 15, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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