TD Canadian Long FED BND ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.19% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2543 | 3.65 | |
| 0.0458 | 1.89 | |
| 0.8211 | 8.45 | |
| 0.4890 | 2.34 | |
| -0.7840 | -2.59 | |
| 0.3253 | 1.46 |
Estimation Period:
Nov 26, 2019 to Feb 6, 2026
Nov 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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