CI Mrnstr International Value Indx GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.33% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1091 | 18.26 | |
| 0.0485 | 3.54 | |
| 0.7942 | 112.91 | |
| 0.2221 | 8.00 |
Estimation Period:
Nov 21, 2014 to Feb 6, 2026
Nov 21, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CI Mrnstr International Value Indx Analyses
Other GJR-GARCH Analyses on ETFs