CI Tech Giants Covrd Call AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.99% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 4.83 | |
| 0.0780 | 17.84 | |
| 0.8580 | 104.12 | |
| 0.9391 | 12.28 |
Estimation Period:
Aug 31, 2017 to Feb 6, 2026
Aug 31, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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