CI Canadian Reit ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.02% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 16.62 | |
| 0.0634 | 13.42 | |
| 0.8953 | 337.09 | |
| 0.0776 | 9.16 |
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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