CI Mrnstr International Value Indx EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.15% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 4.71 | |
| 0.1565 | 15.26 | |
| 0.9596 | 248.10 | |
| -0.1308 | -11.36 |
Estimation Period:
Nov 21, 2014 to Feb 6, 2026
Nov 21, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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