CI Mrnstr International Value Indx GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.81% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0709 | 12.21 | |
| 0.0196 | 3.11 | |
| 0.8497 | 114.38 | |
| 0.1478 | 7.95 |
Estimation Period:
Nov 19, 2014 to Feb 13, 2026
Nov 19, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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