TD All-Equity ETF Portfolio EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.66% (-3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1244 | -3.70 | |
| 0.2332 | 9.69 | |
| 0.8004 | 36.49 | |
| -0.3000 | -11.48 |
Estimation Period:
Apr 15, 2025 to Feb 6, 2026
Apr 15, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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