TD CDN Aggregate Bond Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.28% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 14.66 | |
| 0.0896 | 9.86 | |
| 0.8999 | 209.47 | |
| -0.0139 | -1.17 |
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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