TD Conservative ETF Prtfolio EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.77% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0062 | -2.33 | |
| 0.0114 | 2.17 | |
| 0.9944 | 88.93 | |
| -0.0705 | -7.77 |
Estimation Period:
Aug 18, 2020 to Feb 6, 2026
Aug 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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