TD CDN Aggregate Bond Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.32% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6481 | 6,480,830.00 | |
| 0.2179 | 2,178,960.00 | |
| 0.2680 | 2,680,420.00 | |
| 0.0099 | 26.14 | |
| 0.9839 | 203.08 | |
| 0.0000 | 0.00 |
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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