CI Canadian Reit ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.65% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0796 | 6.54 | |
| 0.1265 | 7.53 | |
| 0.8301 | 40.57 | |
| -0.0521 | -2.32 | |
| 0.0628 | 1.89 | |
| 0.0380 | 1.84 | |
| -0.1134 | -4.14 |
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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