TD CDN Aggregate Bond Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.55% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 8.80 | |
| 0.0906 | 18.56 | |
| 0.9021 | 176.23 | |
| -0.0400 | -1.83 | |
| 1.6137 | 18.39 |
Estimation Period:
Mar 30, 2016 to Feb 6, 2026
Mar 30, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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