CI Mrnstr International Value Indx Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.11% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6584 | 4.02 | |
| 0.1632 | 3.99 | |
| 0.7065 | 12.44 | |
| -2.1951 | -3.53 | |
| 3.3693 | 3.97 | |
| -1.5542 | -2.98 | |
| 0.7834 | 1.16 | |
| -1.2072 | -1.31 | |
| 0.8760 | 0.60 |
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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